Database exists, assume schema does, too.

Seasonal Indexes

	03-31	06-30	09-30	12-31
0	Energy ETF	Information Technology ETF	Information Technology ETF	Information Technology ETF
1	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Financials ETF
2	Utilities ETF	Energy ETF	SP500	Materials ETF
3	SP1500	Materials ETF	Industrials ETF	SP600
4	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF
5	SP500	SP500	Health Care ETF	SP400
6	SP600	SP600	Utilities ETF	SP500
7	Health Care ETF	SP400	Consumer Staples ETF	SP1500
8	Consumer Staples ETF	Health Care ETF	Financials ETF	Health Care ETF
9	SP400	Communication Services ETF	Materials ETF	Consumer Staples ETF
10	Financials ETF	Real Estate ETF	Communication Services ETF	Energy ETF
11	Consumer Discretionary ETF	Financials ETF	SP400	Utilities ETF
12	Real Estate ETF	Industrials ETF	Real Estate ETF	Industrials ETF
13	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF
14	Communication Services ETF	Utilities ETF	Energy ETF	Communication Services ETF

	03-31	06-30	09-30	12-31
SP1500	-0.010622	0.081757	0.041626	0.049958
SP500	-0.011990	0.080771	0.045646	0.050086
SP600	-0.017768	0.080509	0.019158	0.057970
SP400	-0.019859	0.080174	0.020554	0.051549
Communication Services ETF	-0.032872	0.075995	0.022591	0.017899
Consumer Discretionary ETF	-0.021214	0.120254	0.052510	0.052777
Consumer Staples ETF	-0.018663	0.035480	0.034807	0.045915
Energy ETF	0.055913	0.096281	-0.039735	0.042416
Financials ETF	-0.020711	0.061049	0.030176	0.065446
Health Care ETF	-0.017923	0.078706	0.041045	0.047467
Industrials ETF	-0.011020	0.058300	0.045427	0.039920
Information Technology ETF	0.006217	0.121831	0.068693	0.067531
Materials ETF	-0.026671	0.082827	0.027940	0.058669
Real Estate ETF	-0.026416	0.075756	0.019424	0.038472
Utilities ETF	-0.001263	0.026125	0.039218	0.042001

Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current

	06-17
Energy ETF	-0.043815
Consumer Staples ETF	-0.096218
Utilities ETF	-0.125888
Health Care ETF	-0.134327
Materials ETF	-0.161041
SP600	-0.165794
Industrials ETF	-0.178228
SP1500	-0.184779
Financials ETF	-0.187815
SP500	-0.189930
Real Estate ETF	-0.190735
SP400	-0.192427
Communication Services ETF	-0.226489
Information Technology ETF	-0.232112
Consumer Discretionary ETF	-0.260025

standard deviations

	03-31	06-30	09-30	12-31
SP1500	0.134644	0.072380	0.037999	0.110320
SP500	0.127411	0.070450	0.039033	0.106496
SP600	0.199479	0.088447	0.037096	0.179394
SP400	0.157662	0.100224	0.037075	0.138781
Communication Services ETF	0.138244	0.095192	0.045269	0.123434
Consumer Discretionary ETF	0.151791	0.146922	0.083611	0.127243
Consumer Staples ETF	0.096633	0.035421	0.049261	0.063730
Energy ETF	0.369457	0.166709	0.099129	0.202483
Financials ETF	0.192299	0.053666	0.014462	0.140299
Health Care ETF	0.079810	0.054107	0.065798	0.098650
Industrials ETF	0.178470	0.072339	0.066050	0.134044
Information Technology ETF	0.135329	0.113409	0.054569	0.136753
Materials ETF	0.163483	0.099766	0.065317	0.127072
Real Estate ETF	0.161483	0.056090	0.032025	0.078165
Utilities ETF	0.092016	0.021473	0.033841	0.054883

t scores

	03-31	06-30	09-30	12-31
SP1500	-0.035281	0.505153	0.489908	0.202519
SP500	-0.042087	0.512730	0.522980	0.210329
SP600	-0.039834	0.407076	0.230960	0.144515
SP400	-0.056330	0.357747	0.247928	0.166115
Communication Services ETF	-0.106341	0.357027	0.223180	0.064848
Consumer Discretionary ETF	-0.062503	0.366041	0.280865	0.185493
Consumer Staples ETF	-0.086371	0.447954	0.315992	0.322196
Energy ETF	0.067680	0.258283	-0.179260	0.093682
Financials ETF	-0.048166	0.508740	0.933164	0.208614
Health Care ETF	-0.100433	0.650529	0.278976	0.215182
Industrials ETF	-0.027615	0.360421	0.307577	0.133187
Information Technology ETF	0.020546	0.480423	0.562966	0.220841
Materials ETF	-0.072960	0.371283	0.191302	0.206478
Real Estate ETF	-0.073157	0.604012	0.271246	0.220111
Utilities ETF	-0.006140	0.544116	0.518265	0.342246

p values

	03-31	06-30	09-30	12-31
SP1500	0.487036	0.675887	0.671106	0.573766
SP500	0.484537	0.678247	0.681422	0.576557
SP600	0.485364	0.644372	0.583899	0.552872
SP400	0.479310	0.627889	0.589904	0.560685
Communication Services ETF	0.461012	0.627646	0.581136	0.523813
Consumer Discretionary ETF	0.477047	0.630688	0.601465	0.567662
Consumer Staples ETF	0.468307	0.657720	0.613641	0.615774
Energy ETF	0.524851	0.593553	0.434579	0.534366
Financials ETF	0.482306	0.677006	0.790214	0.575945
Health Care ETF	0.463168	0.719135	0.600805	0.578288
Industrials ETF	0.489852	0.628793	0.610739	0.548761
Information Technology ETF	0.507551	0.668108	0.693606	0.580304
Materials ETF	0.473215	0.632451	0.569748	0.575182
Real Estate ETF	0.473143	0.705773	0.598102	0.580044
Utilities ETF	0.497743	0.687902	0.679964	0.622630

array([[<AxesSubplot:title={'center':'03-31'}>,
        <AxesSubplot:title={'center':'06-30'}>],
       [<AxesSubplot:title={'center':'09-30'}>,
        <AxesSubplot:title={'center':'12-31'}>]], dtype=object)

	Energy ETF	Consumer Staples ETF	Utilities ETF	Health Care ETF	Materials ETF	SP600	Industrials ETF	SP1500	Financials ETF	SP500	Real Estate ETF	SP400	Communication Services ETF	Information Technology ETF	Consumer Discretionary ETF
2017-03-31 00:00:00	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan
2017-06-30 00:00:00	-0.078709	0.010040	0.022113	0.072895	0.026999	0.018327	0.042167	0.030375	0.038955	0.030708	0.017375	0.031752	-0.024136	0.041388	0.028386
2017-09-30 00:00:00	0.069612	-0.012346	0.031518	0.040565	0.066617	0.064962	0.052781	0.044807	0.052789	0.045666	0.008095	0.035020	0.015498	0.083223	0.014521
2017-12-31 00:00:00	0.073946	0.059268	0.000687	0.018576	0.071798	0.038747	0.066175	0.066880	0.073683	0.069917	0.012742	0.074139	0.000763	0.093087	0.097848
2018-03-31 00:00:00	-0.078807	-0.073521	-0.033734	-0.020049	-0.072483	-0.011631	-0.033542	-0.021321	-0.015065	-0.024130	-0.086159	-0.003978	-0.085669	0.020711	-0.001942
2018-06-30 00:00:00	0.150528	0.006353	0.053422	0.055259	0.036210	0.106722	-0.008057	0.052094	-0.011331	0.047568	0.094633	0.045520	0.035862	0.080437	0.088528
2018-09-30 00:00:00	0.021911	0.050064	0.019751	0.137698	0.007338	0.032842	0.094874	0.070536	0.031675	0.078236	0.000044	0.032902	0.023115	0.117719	0.066008
2018-12-31 00:00:00	-0.267451	-0.055862	0.009925	-0.108129	-0.154310	-0.193040	-0.183620	-0.142834	-0.138848	-0.137319	-0.058855	-0.172165	-0.143117	-0.174415	-0.162070
2019-03-31 00:00:00	0.178564	0.111156	0.103055	0.081835	0.126958	0.124660	0.183161	0.151853	0.109942	0.144236	0.173365	0.157497	0.139541	0.217473	0.157197
2019-06-30 00:00:00	-0.048754	0.036556	0.035855	0.017469	0.040951	0.010843	0.034436	0.039106	0.067026	0.040369	0.015389	0.030815	0.035928	0.054745	0.040127
2019-09-30 00:00:00	-0.075658	0.056319	0.090872	-0.035439	-0.013089	-0.004200	0.004465	0.006291	0.013235	0.011423	0.075811	-0.009122	-0.002023	0.016115	0.002509
2019-12-31 00:00:00	0.054552	0.036517	0.002011	0.147851	0.066971	0.082573	0.058155	0.090490	0.096390	0.089876	0.005745	0.066590	0.086727	0.139034	0.056223
2020-03-31 00:00:00	-0.523877	-0.141472	-0.141270	-0.131539	-0.278876	-0.328050	-0.279339	-0.205302	-0.330709	-0.194477	-0.241350	-0.247693	-0.187109	-0.131215	-0.231167
2020-06-30 00:00:00	0.332245	0.094561	0.024507	0.164463	0.260712	0.223617	0.182339	0.206715	0.135641	0.201618	0.135399	0.259149	0.224230	0.318555	0.379795
2020-09-30 00:00:00	-0.188315	0.098022	0.051209	0.062281	0.120651	0.032878	0.118587	0.086119	0.028859	0.090383	0.013268	0.068091	0.097573	0.120087	0.192380
2020-12-31 00:00:00	0.300830	0.074374	0.073335	0.101111	0.172363	0.312278	0.178685	0.132216	0.253698	0.121185	0.092916	0.211458	0.182130	0.138205	0.172875
2021-03-31 00:00:00	0.324479	0.030385	0.031042	0.025327	0.105419	0.184526	0.116450	0.070761	0.165207	0.063518	0.087920	0.084662	0.083288	0.015110	0.073815
2021-06-30 00:00:00	0.126094	0.029888	-0.005272	0.083442	0.049264	0.043034	0.040613	0.080495	0.074954	0.083593	0.115985	0.033635	0.108092	0.114030	0.064435
2021-09-30 00:00:00	-0.026222	-0.018026	0.002739	0.000121	-0.041816	-0.030694	-0.043573	0.000378	0.024323	0.002523	-0.000098	-0.024123	-0.021207	0.006319	-0.012866
2021-12-31 00:00:00	0.050203	0.115277	0.124048	0.077925	0.136524	0.049293	0.080207	0.103038	0.042310	0.106772	0.139811	0.077726	-0.037011	0.141743	0.099010
2022-03-31 00:00:00	0.379204	-0.019862	0.034591	-0.045192	-0.014374	-0.058344	-0.041831	-0.049102	-0.032929	-0.049099	-0.065856	-0.089783	-0.114414	-0.090992	-0.103975
2022-06-17 00:00:00	-0.043815	-0.096218	-0.125888	-0.134327	-0.161041	-0.165794	-0.178228	-0.184779	-0.187815	-0.189930	-0.190735	-0.192427	-0.226489	-0.232112	-0.260025

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-17 00:00:00
0	SP1500	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Information Technology ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Financials ETF	Utilities ETF	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP600	Energy ETF	Energy ETF	Financials ETF	Information Technology ETF	Energy ETF	Energy ETF
1	SP500	Industrials ETF	Energy ETF	Information Technology ETF	Consumer Discretionary ETF	SP600	Information Technology ETF	Consumer Staples ETF	Industrials ETF	Information Technology ETF	Real Estate ETF	Information Technology ETF	Health Care ETF	Energy ETF	Materials ETF	Energy ETF	SP600	Real Estate ETF	Information Technology ETF	Real Estate ETF	Utilities ETF	Consumer Staples ETF
2	SP600	Information Technology ETF	Materials ETF	SP400	SP400	Real Estate ETF	Industrials ETF	Real Estate ETF	Energy ETF	Materials ETF	Consumer Staples ETF	Financials ETF	Utilities ETF	Information Technology ETF	Information Technology ETF	Financials ETF	Financials ETF	Information Technology ETF	Utilities ETF	Materials ETF	Materials ETF	Utilities ETF
3	SP400	Financials ETF	SP600	Energy ETF	SP600	Consumer Discretionary ETF	SP500	Health Care ETF	Real Estate ETF	SP500	Information Technology ETF	SP1500	Consumer Staples ETF	Materials ETF	Industrials ETF	SP400	Industrials ETF	Communication Services ETF	SP500	Utilities ETF	Consumer Staples ETF	Health Care ETF
4	Communication Services ETF	SP400	Financials ETF	Financials ETF	Financials ETF	Information Technology ETF	SP1500	SP500	SP400	Consumer Discretionary ETF	Financials ETF	SP500	Communication Services ETF	SP400	Consumer Staples ETF	Communication Services ETF	Materials ETF	SP500	SP1500	Consumer Staples ETF	Financials ETF	Materials ETF
5	Consumer Discretionary ETF	SP500	Industrials ETF	Materials ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Financials ETF	Consumer Discretionary ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Communication Services ETF	Industrials ETF	Real Estate ETF	Health Care ETF	Health Care ETF	SP500	Industrials ETF	SP600
6	Consumer Staples ETF	SP1500	SP500	SP500	SP1500	Utilities ETF	Consumer Staples ETF	SP1500	SP1500	Consumer Staples ETF	SP1500	SP600	SP1500	SP600	SP500	Consumer Discretionary ETF	SP400	SP1500	Real Estate ETF	SP1500	Health Care ETF	Industrials ETF
7	Energy ETF	Consumer Discretionary ETF	SP1500	SP1500	SP500	SP1500	SP400	Communication Services ETF	SP500	Communication Services ETF	Industrials ETF	Materials ETF	Consumer Discretionary ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Financials ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP500	SP1500
8	Financials ETF	Materials ETF	Health Care ETF	Industrials ETF	Industrials ETF	SP500	SP600	Materials ETF	Communication Services ETF	Utilities ETF	Consumer Discretionary ETF	SP400	Real Estate ETF	SP500	SP400	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Consumer Staples ETF	Industrials ETF	SP1500	Financials ETF
9	Health Care ETF	Utilities ETF	SP400	Consumer Staples ETF	Utilities ETF	SP400	Financials ETF	Consumer Discretionary ETF	Materials ETF	Industrials ETF	Communication Services ETF	Industrials ETF	SP400	Industrials ETF	Health Care ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Health Care ETF	SP600	SP500
10	Industrials ETF	SP600	Utilities ETF	SP600	Materials ETF	Materials ETF	Communication Services ETF	SP400	SP600	SP400	SP600	Consumer Discretionary ETF	Materials ETF	Health Care ETF	Utilities ETF	SP500	SP500	SP600	SP400	SP400	Real Estate ETF	Real Estate ETF
11	Information Technology ETF	Real Estate ETF	Communication Services ETF	Health Care ETF	Consumer Staples ETF	Communication Services ETF	Energy ETF	Information Technology ETF	Consumer Staples ETF	Health Care ETF	SP400	Energy ETF	Industrials ETF	Financials ETF	SP600	Health Care ETF	Utilities ETF	Industrials ETF	Energy ETF	Energy ETF	SP400	SP400
12	Materials ETF	Consumer Staples ETF	Consumer Discretionary ETF	Real Estate ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Industrials ETF	Financials ETF	Real Estate ETF	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF	Financials ETF	Real Estate ETF	Consumer Staples ETF	SP400	SP600	SP600	Information Technology ETF	Communication Services ETF
13	Real Estate ETF	Communication Services ETF	Real Estate ETF	Communication Services ETF	Communication Services ETF	Industrials ETF	Materials ETF	SP600	Utilities ETF	SP600	Health Care ETF	Real Estate ETF	Financials ETF	Consumer Staples ETF	Real Estate ETF	Consumer Staples ETF	Health Care ETF	Consumer Staples ETF	Materials ETF	Financials ETF	Consumer Discretionary ETF	Information Technology ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Real Estate ETF	Financials ETF	Real Estate ETF	Energy ETF	Health Care ETF	Energy ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Industrials ETF	Communication Services ETF	Communication Services ETF	Consumer Discretionary ETF

Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison

	2022-06-17
Information Technology ETF	0.105318
Consumer Discretionary ETF	0.103945
Energy ETF	0.083099
Materials ETF	0.071426
SP1500	0.070498
SP500	0.069644
SP600	0.069416
SP400	0.069126
Health Care ETF	0.067854
Communication Services ETF	0.065505
Real Estate ETF	0.065298
Financials ETF	0.052571
Industrials ETF	0.050194
Consumer Staples ETF	0.030500
Utilities ETF	0.022444

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-17 00:00:00
0	SP1500	Utilities ETF	Energy ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Real Estate ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Energy ETF	Real Estate ETF	Energy ETF	Real Estate ETF	Energy ETF	Information Technology ETF
1	SP500	Health Care ETF	SP600	Energy ETF	SP400	Utilities ETF	Energy ETF	Real Estate ETF	Real Estate ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Energy ETF	Materials ETF	SP600	SP600	Communication Services ETF	Financials ETF	Utilities ETF	Utilities ETF	Consumer Discretionary ETF
2	SP600	Industrials ETF	Materials ETF	Industrials ETF	Information Technology ETF	SP600	Industrials ETF	Consumer Staples ETF	Industrials ETF	Consumer Staples ETF	Consumer Staples ETF	Communication Services ETF	Information Technology ETF	Information Technology ETF	Communication Services ETF	Financials ETF	Financials ETF	Energy ETF	Real Estate ETF	Materials ETF	Materials ETF	Energy ETF
3	SP400	Financials ETF	Financials ETF	Information Technology ETF	SP600	Real Estate ETF	Information Technology ETF	Health Care ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	SP1500	Utilities ETF	SP400	Industrials ETF	Communication Services ETF	Materials ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Materials ETF
4	Communication Services ETF	Consumer Staples ETF	Information Technology ETF	SP400	Financials ETF	Health Care ETF	SP500	Communication Services ETF	SP400	Communication Services ETF	SP600	SP500	Communication Services ETF	Materials ETF	Consumer Staples ETF	SP400	Industrials ETF	Health Care ETF	Health Care ETF	Consumer Staples ETF	Financials ETF	SP1500
5	Consumer Discretionary ETF	SP400	SP400	SP500	Health Care ETF	Consumer Staples ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Financials ETF	SP500	Communication Services ETF	Information Technology ETF	Industrials ETF	Communication Services ETF	SP500	SP1500	SP500	Health Care ETF	SP500
6	Consumer Staples ETF	SP500	Industrials ETF	SP1500	SP1500	SP1500	Consumer Staples ETF	SP1500	SP1500	Materials ETF	SP400	SP600	SP1500	SP600	SP400	Consumer Discretionary ETF	Real Estate ETF	SP1500	SP500	SP1500	Industrials ETF	SP600
7	Energy ETF	SP1500	SP1500	Consumer Staples ETF	SP500	Consumer Discretionary ETF	SP600	Financials ETF	SP500	SP1500	SP500	Industrials ETF	Consumer Discretionary ETF	SP1500	SP500	Materials ETF	SP400	Consumer Staples ETF	Communication Services ETF	Consumer Discretionary ETF	SP500	SP400
8	Financials ETF	Materials ETF	SP500	Materials ETF	Industrials ETF	SP500	Consumer Discretionary ETF	Materials ETF	Materials ETF	SP400	SP1500	SP400	Real Estate ETF	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF	Information Technology ETF	SP400	Industrials ETF	SP1500	Health Care ETF
9	Health Care ETF	Real Estate ETF	Health Care ETF	Financials ETF	Utilities ETF	SP400	SP400	Consumer Discretionary ETF	SP600	Real Estate ETF	Energy ETF	Energy ETF	SP400	SP500	Health Care ETF	SP500	SP1500	Industrials ETF	SP600	Health Care ETF	Real Estate ETF	Communication Services ETF
10	Industrials ETF	SP600	Communication Services ETF	Communication Services ETF	Materials ETF	Communication Services ETF	Financials ETF	Industrials ETF	Financials ETF	Health Care ETF	Industrials ETF	Materials ETF	Materials ETF	Health Care ETF	SP600	Information Technology ETF	SP500	Utilities ETF	Consumer Staples ETF	SP400	SP600	Real Estate ETF
11	Information Technology ETF	Information Technology ETF	Utilities ETF	SP600	Communication Services ETF	Information Technology ETF	Communication Services ETF	SP400	Consumer Staples ETF	Information Technology ETF	Materials ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	Utilities ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Information Technology ETF	Energy ETF	SP400	Financials ETF
12	Materials ETF	Consumer Discretionary ETF	Real Estate ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Real Estate ETF	Information Technology ETF	Energy ETF	SP600	Consumer Discretionary ETF	Consumer Staples ETF	Financials ETF	Real Estate ETF	Financials ETF	Health Care ETF	Health Care ETF	SP600	Consumer Discretionary ETF	SP600	Communication Services ETF	Industrials ETF
13	Real Estate ETF	Communication Services ETF	Consumer Discretionary ETF	Health Care ETF	Real Estate ETF	Industrials ETF	Utilities ETF	SP600	Utilities ETF	Consumer Discretionary ETF	Information Technology ETF	Real Estate ETF	SP600	Consumer Staples ETF	Real Estate ETF	Utilities ETF	Utilities ETF	SP400	Materials ETF	Financials ETF	Consumer Discretionary ETF	Consumer Staples ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Energy ETF	Financials ETF	Materials ETF	Energy ETF	Health Care ETF	Energy ETF	Health Care ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Consumer Staples ETF	Information Technology ETF	Consumer Discretionary ETF	Industrials ETF	Communication Services ETF	Information Technology ETF	Utilities ETF

	Index	Symbol	risk_trend_factor
0	SP500	SPY	-3.791861
1	SP1500	SPTM	-3.879022
2	SP400	MDYG	-5.134573
3	SP600	SLY	-5.242200

	Symbol	risk_trend_factor	Sector
3	VDE	-0.123306	Energy ETF
2	VDC	-2.283970	Consumer Staples ETF
10	VPU	-2.520459	Utilities ETF
9	VNQ	-3.053370	Real Estate ETF
8	VAW	-3.165271	Materials ETF
5	VHT	-3.323632	Health Care ETF
6	VIS	-4.514668	Industrials ETF
4	VFH	-4.617891	Financials ETF
1	VCR	-4.721407	Consumer Discretionary ETF
7	VGT	-4.954472	Information Technology ETF
0	VOX	-8.783598	Communication Services ETF

Rolling Quarterly Mean Return

Quarterly Returns

0.05262288335150049

array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)

1520

Index(['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Symbol',
       'trailing_1yr_max', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'trailing_1yr_min', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'trailing_60d_max',
       'trailing_60d_min', 'trailing_30d_max', 'trailing_30d_min', '90dSMA',
       '90dSDev', 'TP', '21dstdTP', '21dMA-TP', '21dBOLU', '21dBOLD',
       'trailing_risk_40d_max', 'trailing_risk_40d_min', 'risk_per_share',
       '30d_vol', '30d_vol_2yr', 'volume_factor', '1YMF', 'risk_trend_factor'],
      dtype='object')

Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
       'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
       '1YMF', 'Market Index', 'Sector'],
      dtype='object')

	latest_p	MIN_Lookback_One_Year	MIN_Lookback_2_Months	MIN_Lookback_1_Months	risk_trend_factor	volume_factor	adf	hurst	Sector	Market Index	index	index_Symbol
Symbol
ACC	64.230003	49.209999	65.019997	65.019997	10.926848	2.134689	0.978004	0.420279	Real Estate	SP400	NaN	NaN
MTOR	35.939999	32.93	36.279999	36.279999	5.065223	1.664475	0.319063	0.43585	error	SP600	NaN	NaN
TVTY	32.130001	27.870001	32.889999	32.889999	2.341879	1.643789	0.518794	0.448871	Healthcare	SP600	NaN	NaN
BANF	94.860001	77.379997	86.82	86.82	2.011991	1.135864	0.955166	0.536352	error	SP600	NaN	NaN
Y	830.5	737.890015	862.869995	862.869995	1.771776	1.56538	0.382688	0.459685	Financial Services	SP400	NaN	NaN
...	...	...	...	...	...	...	...	...	...	...	...	...
CTXS	NaN	NaN	NaN	NaN	-5.480815	NaN	NaN	NaN	Technology	NaN	SP500	SPY
OFG	NaN	NaN	NaN	NaN	-2.122353	NaN	NaN	NaN	error	NaN	SP600	SLY
LYLT	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	Technology	NaN	SP600	SLY
CHTR	NaN	NaN	NaN	NaN	-9.364464	NaN	NaN	NaN	Communication Services	NaN	SP500	SPY
SPY	NaN	NaN	NaN	NaN	-3.791861	NaN	NaN	NaN	error	NaN	NaN	NaN

1558 rows × 12 columns

temp_sm

	index	MIN_Lookback_One_Year	MIN_Lookback_2_Months	MIN_Lookback_1_Months	risk_trend_factor	risk_per_share	volume_factor
Symbol
A	2022-06-17	147.679993	179.570007	179.570007	-9.088903	18.559998	1.131711
AA	2022-06-17	44.419998	98.089996	98.089996	-3.704472	25.040001	0.98632
AAL	2022-06-17	22.549999	22.549999	22.549999	-3.126898	9.219999	0.707794
AAN	2022-06-17	NaN	35.439999	35.439999	NaN	6.969999	NaN
AAON	2022-06-17	81.25	83.790001	83.790001	-10.22921	9.380001	1.041044
...	...	...	...	...	...	...	...
ZIMV	2022-06-17	NaN	NaN	NaN	NaN	7.92	NaN
ZION	2022-06-17	60.650002	75.440002	75.440002	-4.600841	11.900002	0.978199
ZTS	2022-06-17	187.320007	249.270004	249.270004	-6.71488	31.180008	1.095466
ZUMZ	2022-06-17	50.060001	55.099998	55.099998	-5.921479	12.989998	1.674903
ZYXI	2022-06-17	16.263636	16.263636	16.263636	-10.695845	2.43	0.673641

1519 rows × 7 columns

Index(['risk_trend_factor', 'Sector', 'index', 'index_Symbol'], dtype='object')

	MIN_Lookback_One_Year	MIN_Lookback_2_Months	MIN_Lookback_1_Months	risk_trend_factor	risk_per_share	volume_factor	index	sector	sector_risk_trend_factor	index	Sector
Symbol
ACC	49.209999	65.019997	65.019997	10.926848	1.23	2.134689	VNQ	MDYG	-3.05337	SP400	Real Estate
MTOR	32.93	36.279999	36.279999	5.065223	0.459999	1.664475	error	SLY	error	SP600	error
TVTY	27.870001	32.889999	32.889999	2.341879	1.170002	1.643789	VHT	SLY	-3.323632	SP600	Healthcare
BANF	77.379997	86.82	86.82	2.011991	16.68	1.135864	error	SLY	error	SP600	error
Y	737.890015	862.869995	862.869995	1.771776	15.72998	1.56538	VFH	MDYG	-4.617891	SP400	Financial Services
SAFM	177.479996	200.0	200.0	1.751569	27.089996	1.334104	VDC	MDYG	-2.28397	SP400	Consumer Defensive
SJI	29.24	35.32	35.32	1.295238	2.100002	0.791297	error	SLY	error	SP600	error
LNTH	25.790001	64.139999	69.738998	1.178774	19.079998	1.823238	VHT	SLY	-3.323632	SP600	Healthcare
ROG	206.130005	274.51001	274.51001	1.068804	21.51001	0.980653	error	SLY	error	SP600	error
TWI	11.82	15.77	18.889999	0.931088	6.53	1.389288	VIS	SLY	-4.514668	SP600	Industrials
PBF	18.780001	30.129999	32.41	0.887657	19.849998	0.835417	VDE	SLY	-0.123306	SP600	Energy
GO	36.77	36.77	37.82	0.842135	10.793999	1.191531	VDC	MDYG	-2.28397	SP400	Consumer Defensive
HRB	26.23	28.17	34.959999	0.731411	13.180002	0.963511	VCR	MDYG	-4.721407	SP400	Consumer Cyclical
AZPN	162.559998	169.220001	191.460007	0.719312	61.670013	0.677612	VGT	MDYG	-4.954472	SP400	Technology
CEIX	18.93	50.389999	55.259998	0.677246	20.48	1.548727	VDE	SLY	-0.123306	SP600	Energy
PSB	165.850006	189.229996	189.830002	0.57675	22.279999	2.540601	VNQ	MDYG	-3.05337	SP400	Real Estate
MCK	204.660004	333.440002	339.940002	0.573819	41.25	1.048139	VHT	SPY	-3.323632	SP500	Healthcare
GCP	27.780001	32.279999	32.279999	0.502796	0.895	1.87078	error	SLY	error	SP600	error
WRB	54.953335	71.269997	71.529999	0.374885	7.220001	1.220256	VFH	SPY	-4.617891	SP500	Financial Services
FCN	147.380005	167.279999	170.649994	0.359043	18.800003	0.694756	error	MDYG	error	SP400	error
XOM	64.800003	91.510002	92.919998	0.347413	26.279999	1.153813	VDE	SPY	-0.123306	SP500	Energy
MANT	92.0	92.0	94.730003	0.320637	17.590004	2.782348	VGT	SLY	-4.954472	SP600	Technology
SM	24.780001	43.689999	43.689999	0.305033	22.850002	0.640686	VDE	SLY	-0.123306	SP600	Energy
DINO	39.389999	40.950001	48.290001	0.269915	23.599998	1.094012	VDE	MDYG	-0.123306	SP400	Energy
PLAB	14.56	20.299999	20.299999	0.264129	8.670001	2.163783	VGT	SLY	-4.954472	SP600	Technology
MPC	64.839996	91.879997	98.290001	0.209274	32.779999	1.221452	VDE	SPY	-0.123306	SP500	Energy
LLY	235.850006	314.0	314.0	0.187301	47.25	0.967658	VHT	SPY	-3.323632	SP500	Healthcare
VLO	84.949997	111.519997	131.690002	0.182835	50.099998	1.3872	VDE	SPY	-0.123306	SP500	Energy
APA	24.299999	45.220001	45.27	0.181301	15.830002	0.999608	VDE	SPY	-0.123306	SP500	Energy
PPC	26.280001	29.700001	30.559999	0.177885	8.32	1.275425	VDC	MDYG	-2.28397	SP400	Consumer Defensive
MRO	14.16	27.719999	29.0	0.151107	10.390001	1.000459	VDE	SPY	-0.123306	SP500	Energy
DVN	31.99	64.980003	73.18	0.148782	26.280003	1.104104	VDE	SPY	-0.123306	SP500	Energy
UTHR	212.619995	218.380005	218.380005	0.139402	62.839996	1.481235	VHT	MDYG	-3.323632	SP400	Healthcare
VIVO	27.450001	28.719999	28.719999	0.109712	5.559999	0.591657	VHT	SLY	-3.323632	SP600	Healthcare
ROCC	25.59	42.66	42.66	0.108216	23.564001	1.213679	VDE	SLY	-0.123306	SP600	Energy
COP	61.779999	107.519997	108.300003	0.10252	35.310005	0.95084	VDE	SPY	-0.123306	SP500	Energy
OXY	32.52	63.240002	69.169998	0.093736	22.510002	1.190976	VDE	SPY	-0.123306	SP500	Energy
MGPI	76.68	97.610001	104.0	0.074244	15.220001	1.204144	error	SLY	error	SP600	error
MTDR	34.91	59.119999	59.27	0.012469	24.059998	0.702256	VDE	MDYG	-0.123306	SP400	Energy
CIVI	50.98	66.419998	67.610001	-0.161203	29.590004	1.757641	VDE	SLY	-0.123306	SP600	Energy
AZO	1542.300049	2267.22998	2267.399902	-0.188687	526.160034	1.078463	VCR	SPY	-4.721407	SP500	Consumer Cyclical
MUSA	159.0	249.110001	262.579987	-0.239876	45.189987	1.334565	VCR	MDYG	-4.721407	SP400	Consumer Cyclical
UFCS	32.93	32.93	32.93	-0.241611	4.470001	1.187165	error	SLY	error	SP600	error
CVBF	24.370001	24.370001	24.370001	-0.307694	2.34	1.598852	VFH	SLY	-4.617891	SP600	Financial Services
EOG	87.989998	127.949997	132.350006	-0.308981	42.980003	0.966433	VDE	SPY	-0.123306	SP500	Energy
CYTK	30.139999	47.900002	47.900002	-0.373333	11.25	0.618546	VHT	SLY	-3.323632	SP600	Healthcare
ULTA	351.720001	437.220001	438.630005	-0.406162	98.680023	1.308411	VCR	SPY	-4.721407	SP500	Consumer Cyclical
EQT	23.24	45.5	45.5	-0.406587	15.790001	1.286201	VDE	MDYG	-0.123306	SP400	Energy
PTEN	10.99	18.719999	18.77	-0.410714	6.72	1.071603	VDE	SLY	-0.123306	SP600	Energy
LPI	75.059998	99.260002	99.260002	-0.436873	66.77	1.480449	VDE	SLY	-0.123306	SP600	Energy
NTCT	31.91	34.869999	35.349998	-0.451351	7.4	1.227115	VGT	SLY	-4.954472	SP600	Technology
BMY	67.959999	78.129997	78.470001	-0.471015	6.900002	1.240092	VHT	SPY	-3.323632	SP500	Healthcare
PSX	94.339996	94.339996	98.660004	-0.476348	33.190002	1.286747	VDE	SPY	-0.123306	SP500	Energy
NOC	379.029999	490.820007	490.820007	-0.478305	60.379974	0.996341	VIS	SPY	-4.514668	SP500	Industrials
SNEX	70.470001	77.5	77.5	-0.482537	14.030006	1.141643	VFH	SLY	-4.617891	SP600	Financial Services
TALO	18.24	20.6	21.370001	-0.496599	8.82	1.661246	VDE	SLY	-0.123306	SP600	Energy
FANG	92.309998	147.990005	147.990005	-0.501874	42.680008	1.13222	VDE	SPY	-0.123306	SP500	Energy
CVX	113.110001	174.759995	175.649994	-0.502048	36.610001	1.062215	VDE	SPY	-0.123306	SP500	Energy
CTRA	20.33	31.42	33.0	-0.506416	10.129999	1.576163	VDE	SPY	-0.123306	SP500	Energy
DLTR	120.370003	177.149994	177.190002	-0.509804	47.939995	1.139688	VDC	SPY	-2.28397	SP500	Consumer Defensive
EXLS	108.07	153.139999	154.979996	-0.516764	25.949997	1.162846	error	SLY	error	SP600	error
PDCE	49.919998	79.389999	79.389999	-0.539647	26.610001	1.314132	VDE	MDYG	-0.123306	SP400	Energy
SAFT	87.980003	93.18	93.18	-0.545302	11.920006	1.224409	VFH	SLY	-4.617891	SP600	Financial Services
RRC	16.32	34.610001	34.610001	-0.564298	11.819998	0.930726	VDE	MDYG	-0.123306	SP400	Energy
HES	90.970001	117.059998	119.43	-0.576982	32.670006	1.067832	VDE	SPY	-0.123306	SP500	Energy
VRTX	234.580002	292.75	292.75	-0.630965	48.830002	0.879467	VHT	SPY	-3.323632	SP500	Healthcare
HALO	46.619999	46.619999	46.619999	-0.639725	11.630001	0.928279	VHT	MDYG	-3.323632	SP400	Healthcare
CSL	197.210007	260.690002	275.130005	-0.659255	44.520004	0.893561	error	MDYG	error	SP400	error
NFG	55.220001	74.32	74.32	-0.690476	10.919998	1.09896	VDE	MDYG	-0.123306	SP400	Energy
CAL	28.34	29.360001	29.360001	-0.694553	10.280001	1.602114	VCR	SLY	-4.721407	SP600	Consumer Cyclical
UNM	31.98	34.029999	36.73	-0.695054	7.280003	0.872299	VFH	MDYG	-4.617891	SP400	Financial Services
HSY	175.550003	231.0	231.600006	-0.706836	28.380005	1.169855	VDC	SPY	-2.28397	SP500	Consumer Defensive
GFF	29.190001	29.42	31.700001	-0.713654	15.820002	1.243283	VIS	SLY	-4.514668	SP600	Industrials
PXD	175.369995	260.0	279.980011	-0.727749	68.759995	1.317982	VDE	SPY	-0.123306	SP500	Energy

nominal, pct_change, pct_change().cumsum
Market volatility

Consumer Confidence

Unemployment

Inflation

Interest Rates

10 Year to 3 Month

Recession Indicator

adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719938470.5078125
Sector 1YMF: -287.8400573730469
1YMF: -287.8400573730469
risk trend factor: -3.791860877423899
      totalAssets  trailingPE
SPY  3.781762e+11    3.915463

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	365.859985	364.518828	396.470318	428.421808	419.420001	25.514981	368.390039	470.449963

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPY	1.183517	365.859985	1719938470.507812	0.369677	0.658465	0.422658

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 1596.0716781966541 2394.5624623333656
test cv mean error, stdev (10 folds): 1700.9872462466215 2487.2162000395974
sell date: 2022-08-26
expected return: 0.03006030216943287
discounted return: 0.0004488483738653848
quarter return: 1.0421488524669174

['options', ('2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10189559.1796875
Sector 1YMF: -34.95000076293945
1YMF: -34.95000076293945
risk trend factor: -3.8790224724143685
Empty DataFrame
Columns: []
Index: [SPTM]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	45.310001	44.984943	48.919841	52.854739	51.683968	3.088065	45.507837	57.860099

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPTM	1.653055	45.310001	10189559.179688	0.388272	0.658826	0.429487

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 26.394416339138864 42.330559554706326
test cv mean error, stdev (10 folds): 28.190469214689465 43.99527833378243
sell date: 2022-08-26
expected return: 0.07465838940675362
discounted return: 0.00109154733162109
quarter return: 1.105577238641557

symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 4938966.40625
Sector 1YMF: -69.05999755859375
1YMF: -69.05999755859375
risk trend factor: -5.134573474205833
       totalAssets
MDYG  1.506270e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	59.93	59.511554	65.413016	71.314478	69.046349	4.323319	60.399712	77.692987

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MDYG	0.576598	59.93	4938966.40625	0.256027	0.494117	0.451147

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 85.2363974147996 165.19312912990566
test cv mean error, stdev (10 folds): 92.56630196775387 171.54196143116857
sell date: 2022-06-24
expected return: 0.004979507189050403
discounted return: 0.0016570882713884405
quarter return: 1.164539752845886

symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1808137.109375
Sector 1YMF: -77.27001953125
1YMF: -77.27001953125
risk trend factor: -5.242200185196592
Empty DataFrame
Columns: []
Index: [SLY]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	78.089996	78.068302	85.071269	92.074236	88.226349	4.474948	79.276452	97.176246

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SLY	1.23276	78.089996	1808137.109375	0.449524	0.532018	0.51304

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 128.19891433286836 187.56519270552653
test cv mean error, stdev (10 folds): 137.65292970980926 194.20507087940797
sell date: 2022-08-26
expected return: 0.046275734526300405
discounted return: 0.0006856431191577528
quarter return: 1.0650881353598132

symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25785341.015625
Sector 1YMF: -3.82000732421875
1YMF: -3.82000732421875
risk trend factor: -0.12330558135216596
      totalAssets  trailingPE
VDE  1.106882e+10    8.922911

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	102.349998	106.909959	119.43381	131.957661	112.539048	6.727104	99.08484	125.993256

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDE	0.896641	102.349998	25785341.015625	0.70127	0.621023	0.512979

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 193.76777233973687 221.58393285871566
test cv mean error, stdev (10 folds): 212.28898331472033 224.13387833049924
sell date: 2022-06-24
expected return: 1.90756226590671e-05
discounted return: 6.358500455716509e-06
quarter return: 1.0005851513164046

symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
      totalAssets
VDC  7.752956e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	177.059998	176.153403	185.845715	195.538026	194.674128	7.920194	178.833739	210.514517

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDC	1.413592	177.059998	3264449.609375	0.48903	0.752482	0.355797

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 191.4979132949934 238.74580568254396
test cv mean error, stdev (10 folds): 195.94535056184174 249.96392540285612
sell date: 2022-09-23
expected return: 0.014002841455701815
discounted return: 0.00014794399997075658
quarter return: 1.0137028767516196

['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5031661.71875
Sector 1YMF: -59.12998962402344
1YMF: -59.12998962402344
risk trend factor: -2.5204591944584465
      totalAssets
VPU  7.854255e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	141.440002	142.694749	156.469524	170.244299	158.564286	5.736683	147.09092	170.037651

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VPU	1.250581	141.440002	5031661.71875	0.451674	0.569436	0.290073

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 259.9034878193785 631.2667191269611
test cv mean error, stdev (10 folds): 285.00332173362267 656.8252847073318
sell date: 2022-07-01
expected return: 0.027129150570113128
discounted return: 0.002680353563686788
quarter return: 1.2792355073594421

symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102932828.515625
Sector 1YMF: -76.09000396728516
1YMF: -76.09000396728516
risk trend factor: -3.053370235265123
      totalAssets
VNQ  7.839537e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	87.699997	86.580768	94.91381	103.246851	101.788572	7.189885	87.408801	116.168343

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VNQ	1.231534	87.699997	102932828.515625	0.296727	0.445676	0.39584

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 153.2875086532483 322.6295988206993
test cv mean error, stdev (10 folds): 167.13346592863107 335.2462197946879
sell date: 2022-09-02
expected return: 0.03417409183040843
discounted return: 0.00046042280116198597
quarter return: 1.0432586680960334

['options', ('2023-01-20', '2024-01-19')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
      totalAssets
VAW  5.085875e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	162.800003	163.360294	181.546031	199.731768	187.277779	8.558355	170.161068	204.394489

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VAW	1.040096	162.800003	2683599.21875	0.553392	0.650248	0.42433

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 287.2375131034871 405.64150285822024
test cv mean error, stdev (10 folds): 311.0194871829152 418.0647406730486
sell date: 2022-06-24
expected return: 0.004089425305517939
discounted return: 0.0013612878230990777
quarter return: 1.1333221941307032

['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367987.5
Sector 1YMF: -122.20997619628906
1YMF: -122.20997619628906
risk trend factor: -3.3236323632363236
      totalAssets  trailingPE
VHT  1.866525e+10    4.871585

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	220.210007	218.770447	234.353333	249.93622	243.78492	11.544258	220.696404	266.873435

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VHT	1.223885	220.210007	5367987.5	0.406751	0.629182	0.332826

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 387.9568267191237 524.4913701409424
test cv mean error, stdev (10 folds): 393.7137195903978 549.7597267187207
sell date: 2022-09-23
expected return: 0.01582204925193808
discounted return: 0.00016701591839241026
quarter return: 1.0154828173350399

symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 3372254.1015625
Sector 1YMF: -141.5800018310547
1YMF: -141.5800018310547
risk trend factor: -4.514668337867341
Empty DataFrame
Columns: []
Index: [VIS]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	159.809998	159.424409	172.598254	185.772099	181.362857	9.892736	161.577386	201.148329

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VIS	0.869685	159.809998	3372254.101562	0.42518	0.484643	0.470479

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 486.58909352720707 806.4213614790817
test cv mean error, stdev (10 folds): 522.7693634185948 837.2262774693609
sell date: 2022-08-26
expected return: 0.07072829370193244
discounted return: 0.0010359766361507372
quarter return: 1.0999453702998094

['options', ('2022-08-19',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16520124.609375
Sector 1YMF: -72.2699966430664
1YMF: -72.2699966430664
risk trend factor: -4.617890709055871
      totalAssets
VFH  1.046217e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	75.849998	74.907534	82.472858	90.038182	86.832222	5.55532	75.721582	97.942862

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VFH	1.270717	75.849998	16520124.609375	0.43829	0.480904	0.491635

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 103.9126085656188 124.62474054095179
test cv mean error, stdev (10 folds): 110.84480150169134 128.6695389843969
sell date: 2022-06-24
expected return: 0.004058468501037381
discounted return: 0.0013509968193301525
quarter return: 1.132251155592763

['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2596418.1640625
Sector 1YMF: -359.96002197265625
1YMF: -359.96002197265625
risk trend factor: -4.72140697901556
      totalAssets
VCR  5.266340e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	225.869995	218.39857	242.946031	267.493493	271.133333	28.125894	214.881544	327.385121

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VCR	1.292819	225.869995	2596418.164062	0.205768	0.641228	0.473825

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 1227.2626281195471 1850.6109831569481
test cv mean error, stdev (10 folds): 1337.1747966756889 1906.3986371871604
sell date: 2022-09-23
expected return: 0.08950628504943088
discounted return: 0.0009123802651627155
quarter return: 1.0875209145152658

symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
      totalAssets
VGT  5.044675e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	319.809998	313.391914	345.179842	376.96777	371.755716	29.840347	312.075022	431.43641

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VGT	1.152846	319.809998	14308852.539062	0.262275	0.685573	0.43018

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 1350.193677658229 1233.359362744435
test cv mean error, stdev (10 folds): 1427.6805113722019 1267.7723899119896
sell date: 2022-09-23
expected return: 0.04405796862250232
discounted return: 0.000458775560857827
quarter return: 1.043100650903584

['options', ('2022-08-19',)]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4644931.8359375
Sector 1YMF: -166.010009765625
1YMF: -166.010009765625
risk trend factor: -8.783597691159713
      totalAssets  trailingPE
VOX  3.327463e+09    4.656447

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	92.860001	91.464788	99.415079	107.365371	107.439841	9.28909	88.861661	126.018022

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VOX	1.840996	92.860001	4644931.835938	0.059723	0.708136	0.512969

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 132.7325527277386 122.26445062456351
test cv mean error, stdev (10 folds): 142.3400353480088 124.21072042745833
sell date: 2022-08-26
expected return: 0.0393339470744943
discounted return: 0.0005847174333815097
quarter return: 1.055250609061591

['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
        beta currentRatio debtToEquity dividendRate dividendYield  \
ACC  1.00147        2.184      122.276         1.88         0.029   

    earningsGrowth     ebitda ebitdaMargins  forwardPE grossMargins  \
ACC          1.498  466354240       0.47421  98.630775       0.5349   

    grossProfits heldPercentInstitutions          industry   marketCap  \
ACC    498042000                 0.97986  REIT—Residential  8921355264   

    operatingMargins payoutRatio pegRatio priceToBook  \
ACC          0.19318         4.7     1.96    2.988393   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
ACC                     9.071645       0.06005      1.888        0.01582   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
ACC        0.01872         0.176           7.081  Real Estate   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
ACC         139156992       0.86  87656000              0.63  4008523008   

    totalRevenue trailingPE  
ACC    983433024     512.88  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	64.230003	64.240713	64.712222	65.183731	62.082857	3.916774	54.249309	69.916406

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ACC	2.134689	64.230003	27009982.03125	0.97101	0.978004	0.420279

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -76.09000396728516
Sector Volume Factor: 1.2315342134094496
Sector Risk Trend Factor: -3.053370235265123
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 60.642661849574026 138.4801125317066
test cv mean error, stdev (10 folds): 66.26514528140774 144.03707925063085
sell date: 2022-09-23
expected return: 0.0364129850039184
discounted return: 0.0003805585491178931
quarter return: 1.0356246034267633

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            4.693018e+09  4.694242e+09  4.538210e+09   
Total Liab                 4.218002e+09  4.273301e+09  4.501487e+09   
Total Stockholder Equity   3.093994e+09  3.117378e+09  2.982993e+09   
Minority Interest          1.842520e+08  1.839070e+08  6.423900e+07   
Deferred Long Term Liab    7.300000e+06  3.450000e+07  2.750000e+07   
Total Assets               7.496248e+09  7.574586e+09  7.548719e+09   
Common Stock               1.393000e+06  1.391000e+06  1.390000e+06   
Other Current Assets       1.698800e+07  1.432600e+07  2.016300e+07   
Other Liab                 1.522020e+08  1.697290e+08  1.850330e+08   
Treasury Stock            -1.600417e+09 -1.578255e+09 -1.556607e+09   
Other Assets               2.143290e+08  1.773490e+08  2.318220e+08   
Cash                       8.765600e+07  1.203510e+08  4.207300e+07   
Total Current Liabilities  5.727700e+07  1.168230e+08  9.838000e+07   
Other Stockholder Equity  -1.596530e+09 -1.574312e+09 -1.551896e+09   
Property Plant Equipment   7.156799e+09  7.198609e+09  7.232212e+09   
Total Current Assets       1.251200e+08  1.678280e+08  8.468500e+07   
Net Tangible Assets        3.093994e+09  3.086578e+09  2.982993e+09   
Net Receivables            2.047600e+07  3.268700e+07  2.218800e+07   
Long Term Debt             3.509626e+09  3.513684e+09  3.723677e+09   
Accounts Payable           5.727700e+07  9.306700e+07  9.838000e+07   
Intangible Assets                   NaN  3.080000e+07           NaN   

                             2021-06-30  
Capital Surplus            4.515450e+09  
Total Liab                 4.437234e+09  
Total Stockholder Equity   3.035925e+09  
Minority Interest          6.528200e+07  
Deferred Long Term Liab    2.460000e+07  
Total Assets               7.538441e+09  
Common Stock               1.386000e+06  
Other Current Assets       2.747600e+07  
Other Liab                 1.373950e+08  
Treasury Stock            -1.480911e+09  
Other Assets               2.333970e+08  
Cash                       3.028300e+07  
Total Current Liabilities  6.970500e+07  
Other Stockholder Equity  -1.476181e+09  
Property Plant Equipment   7.237327e+09  
Total Current Assets       6.771700e+07  
Net Tangible Assets        3.035925e+09  
Net Receivables            9.775000e+06  
Long Term Debt             3.734507e+09  
Accounts Payable           6.970500e+07  
Intangible Assets                   NaN  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                 39183000.0   40712000.0   
Change To Liabilities                             0.0   -5928000.0   
Total Cashflows From Investing Activities         NaN  -39104000.0   
Net Borrowings                                    NaN -203737000.0   
Total Cash From Financing Activities              NaN   -2685000.0   
Change To Operating Activities                    NaN   -4668000.0   
Issuance Of Stock                                 NaN       1000.0   
Change In Cash                                    NaN   72441000.0   
Total Cash From Operating Activities              NaN  114230000.0   
Depreciation                                      NaN   69294000.0   
Other Cashflows From Investing Activities         NaN    -436000.0   
Dividends Paid                                    NaN  -65817000.0   
Change To Account Receivables                     NaN    8001000.0   
Other Cashflows From Financing Activities         NaN  266868000.0   
Change To Netincome                               NaN    5202000.0   
Repurchase Of Stock                               NaN          NaN   

                                            2021-09-30  2021-06-30  
Net Income                                 -11439000.0  -9402000.0  
Change To Liabilities                       28335000.0  11132000.0  
Total Cashflows From Investing Activities  -57467000.0 -76294000.0  
Net Borrowings                             -10415000.0  53424000.0  
Total Cash From Financing Activities       -57209000.0  17226000.0  
Change To Operating Activities              40390000.0 -29447000.0  
Issuance Of Stock                           21198000.0  38476000.0  
Change In Cash                               4477000.0  -7470000.0  
Total Cash From Operating Activities       119153000.0  51598000.0  
Depreciation                                69445000.0  68741000.0  
Other Cashflows From Investing Activities    2944000.0   -961000.0  
Dividends Paid                             -65948000.0 -65379000.0  
Change To Account Receivables              -12413000.0   3867000.0  
Other Cashflows From Financing Activities    -523000.0  -9295000.0  
Change To Netincome                          3365000.0   5289000.0  
Repurchase Of Stock                         -1521000.0  -1521000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   208521000  -9402000
3Q2021   228877000 -11439000
4Q2021   272289000  40712000
1Q2022   273746000  39183000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        43060000.0   42051000.0  -13019000.0   
Minority Interest                       184252000.0  183907000.0   64239000.0   
Net Income                               39183000.0   40712000.0  -11439000.0   
Selling General Administrative            9098000.0   25234000.0   10309000.0   
Gross Profit                            154845000.0  177993000.0   94800000.0   
Ebit                                     75195000.0   80965000.0   15046000.0   
Operating Income                         75195000.0   80965000.0   15046000.0   
Other Operating Expenses                        NaN    2500000.0    2500000.0   
Interest Expense                        -31675000.0  -31922000.0  -30741000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                         340000.0     340000.0     340000.0   
Total Revenue                           273746000.0  272289000.0  228877000.0   
Total Operating Expenses                198551000.0  191324000.0  213831000.0   
Cost Of Revenue                         118901000.0   94296000.0  134077000.0   
Total Other Income Expense Net          -32135000.0  -38914000.0  -28065000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42720000.0   41711000.0  -13359000.0   
Net Income Applicable To Common Shares   39183000.0   40299000.0  -12006000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       -10712000.0  
Minority Interest                        65282000.0  
Net Income                               -9402000.0  
Selling General Administrative           12093000.0  
Gross Profit                             99534000.0  
Ebit                                     18700000.0  
Operating Income                         18700000.0  
Other Operating Expenses                  2500000.0  
Interest Expense                        -30658000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                         341000.0  
Total Revenue                           208521000.0  
Total Operating Expenses                189821000.0  
Cost Of Revenue                         108987000.0  
Total Other Income Expense Net          -29412000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -11053000.0  
Net Income Applicable To Common Shares   -9973000.0  ]
['mutualfund_holders',                                         Holder   Shares Date Reported   % Out  \
0  Vanguard Specialized-Real Estate Index Fund  6638008    2022-01-30  0.0476   
1       Vanguard Total Stock Market Index Fund  3960227    2021-12-30  0.0284   
2                  iShares Core S&P Midcap ETF  3862557    2022-01-30  0.0277   
3                Vanguard Small-Cap Index Fund  3503603    2021-12-30  0.0251   
4         Allspring Special Mid Cap Value Fund  3211005    2022-02-27  0.0230   
5         Vanguard Small-Cap Growth Index Fund  2184685    2021-12-30  0.0157   
6          Vanguard Extended Market Index Fund  1858080    2021-12-30  0.0133   
7              JP Morgan Small Cap Equity Fund  1574099    2021-12-30  0.0113   
8               SPDR S&P Mid Cap 400 ETF Trust  1194316    2022-01-30  0.0086   
9          Price (T.Rowe) Small Cap Stock Fund  1085917    2021-12-30  0.0078   

       Value  
0  346902298  
1  226881404  
2  201857228  
3  200721415  
4  172784179  
5  125160603  
6  106449403  
7   90180131  
8   62414954  
9   62212184  ]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15456103.3203125
Sector 1YMF: 2.329998016357422
1YMF: 2.329998016357422
risk trend factor: 5.06522316023419
Empty DataFrame
Columns: []
Index: [MTOR]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	35.939999	35.942037	36.098889	36.25574	35.883651	0.243988	35.395675	36.371626

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTOR	1.664475	35.939999	15456103.320312	0.980154	0.319063	0.43585

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 25.657795684653085 21.942882087651604
test cv mean error, stdev (10 folds): 25.484582687900254 23.006729239118346
sell date: 2022-09-09
expected return: 0.057213883182052366
discounted return: 0.0006957048365732188
quarter return: 1.0660738393689655

['options', ('2022-08-19',)]
symbol: TVTY
sector: Healthcare
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
          beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
TVTY  2.297058        2.241      342.823  154480000         0.321  17.889503   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
TVTY     64307500      0.42182    203000000                 0.94288   

                     industry   marketCap operatingCashflow operatingMargins  \
TVTY  Medical Care Facilities  1610947200          87123000          0.29752   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
TVTY           0    -3.07   11.449788                     3.347409   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
TVTY         0.218       2.01        0.15199        1.75218          0.26   

     revenuePerShare      sector sharesOutstanding shortRatio  totalCash  \
TVTY           9.708  Healthcare          49751300       2.34  109878000   

     totalCashPerShare  totalDebt totalRevenue trailingPE  
TVTY             2.205  407640992    481252000  13.668215  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.130001	31.878985	32.19127	32.503555	31.861111	0.826432	30.208246	33.513976

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TVTY	1.643789	32.130001	10900973.046875	0.966327	0.518794	0.448871

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 18.832273205760917 14.827822378274357
test cv mean error, stdev (10 folds): 19.958988766128886 15.095907648564499
sell date: 2022-08-05
expected return: 0.05408821482336362
discounted return: 0.0011712663282752445
quarter return: 1.113706281548106

['quarterly_balance_sheet',                                    2021-12-31   2021-09-30   2021-06-30  \
Intangible Assets                  29049000.0   29049000.0   29049000.0   
Capital Surplus                   514461000.0  514313000.0  512674000.0   
Total Liab                        479634000.0  490770000.0  488961000.0   
Total Stockholder Equity          118907000.0  140669000.0   34787000.0   
Other Current Liab                 22671000.0    3686000.0    3937000.0   
Total Assets                      598541000.0  631439000.0  523748000.0   
Common Stock                          50000.0      49000.0      49000.0   
Other Current Assets               13733000.0   15610000.0   16423000.0   
Retained Earnings                -359171000.0 -333825000.0 -436592000.0   
Other Liab                          3202000.0     846000.0     976000.0   
Good Will                         334680000.0  334680000.0  334680000.0   
Treasury Stock                    -36433000.0  -39868000.0  -41344000.0   
Other Assets                        2969000.0    5736000.0    5872000.0   
Cash                               60132000.0   51755000.0   24226000.0   
Total Current Liabilities          87423000.0   92830000.0   85472000.0   
Short Long Term Debt               10625000.0   17234000.0   17724000.0   
Other Stockholder Equity           -8251000.0  -11686000.0  -13162000.0   
Property Plant Equipment           35942000.0   32682000.0   34446000.0   
Total Current Assets              195901000.0  229292000.0  108901000.0   
Net Tangible Assets              -244822000.0 -223060000.0 -328942000.0   
Short Term Investments             49746000.0   91183000.0          NaN   
Net Receivables                    65825000.0   63963000.0   60600000.0   
Long Term Debt                    385522000.0  391666000.0  395112000.0   
Accounts Payable                   25325000.0   21188000.0   18982000.0   
Deferred Long Term Asset Charges          NaN    1643000.0     917000.0   
Long Term Investments                     NaN          NaN   10800000.0   

                                   2021-03-31  
Intangible Assets                  29049000.0  
Capital Surplus                   513923000.0  
Total Liab                        513644000.0  
Total Stockholder Equity           26254000.0  
Other Current Liab                  4351000.0  
Total Assets                      539898000.0  
Common Stock                          49000.0  
Other Current Assets               19586000.0  
Retained Earnings                -444949000.0  
Other Liab                          1088000.0  
Good Will                         334680000.0  
Treasury Stock                    -42769000.0  
Other Assets                        7194000.0  
Cash                               52428000.0  
Total Current Liabilities          89125000.0  
Short Long Term Debt               21651000.0  
Other Stockholder Equity          -14587000.0  
Property Plant Equipment           36269000.0  
Total Current Assets              121906000.0  
Net Tangible Assets              -337475000.0  
Short Term Investments                    NaN  
Net Receivables                    45738000.0  
Long Term Debt                    413971000.0  
Accounts Payable                   18400000.0  
Deferred Long Term Asset Charges    1186000.0  
Long Term Investments              10800000.0  ]
['quarterly_cashflow',                                            2021-12-31   2021-09-30  \
Change To Liabilities                       -254000.0      96000.0   
Total Cashflows From Investing Activities  -9797000.0   -1582000.0   
Net Borrowings                             -1869000.0     867000.0   
Total Cash From Financing Activities       -3727000.0     319000.0   
Change To Operating Activities              1785000.0    5480000.0   
Issuance Of Stock                             52000.0     276000.0   
Net Income                                -25346000.0  102767000.0   
Change In Cash                              8377000.0   27529000.0   
Repurchase Of Stock                        -1910000.0    -824000.0   
Total Cash From Operating Activities       21901000.0   28792000.0   
Depreciation                                3119000.0    2756000.0   
Other Cashflows From Investing Activities   1046000.0   -1695000.0   
Change To Account Receivables               1233000.0  -10823000.0   
Change To Netincome                        46028000.0  -81619000.0   
Capital Expenditures                       -8096000.0   -2615000.0   
Investments                                       NaN    2728000.0   
Other Cashflows From Financing Activities         NaN          NaN   

                                           2021-06-30  2021-03-31  
Change To Liabilities                      -1731000.0   -151000.0  
Total Cashflows From Investing Activities  -1399000.0  -3194000.0  
Net Borrowings                            -32545000.0 -65043000.0  
Total Cash From Financing Activities      -40615000.0 -67381000.0  
Change To Operating Activities             -3034000.0   2438000.0  
Issuance Of Stock                            194000.0    164000.0  
Net Income                                  8357000.0  19136000.0  
Change In Cash                            -28202000.0 -47957000.0  
Repurchase Of Stock                        -4311000.0  -2502000.0  
Total Cash From Operating Activities       13812000.0  22618000.0  
Depreciation                                2740000.0   2683000.0  
Other Cashflows From Investing Activities  -1668000.0  -1633000.0  
Change To Account Receivables              -8181000.0 -18978000.0  
Change To Netincome                        20874000.0   5013000.0  
Capital Expenditures                       -2478000.0  -1561000.0  
Investments                                 2728000.0   2728000.0  
Other Cashflows From Financing Activities  -3953000.0  -3953000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   108085000   19136000
2Q2021   120071000    8357000
3Q2021   126289000  102767000
4Q2021   126808000  -25346000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       -15424000.0  112624000.0    8958000.0   
Minority Interest                              None         None         None   
Net Income                              -25346000.0  102767000.0    8357000.0   
Selling General Administrative           14551000.0   11995000.0    9930000.0   
Gross Profit                             48990000.0   51780000.0   51432000.0   
Ebit                                     31320000.0   37029000.0   38762000.0   
Operating Income                         31320000.0   37029000.0   38762000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -7934000.0   -7543000.0   -9659000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                        9614000.0    8925000.0     187000.0   
Total Revenue                           126808000.0  126289000.0  120071000.0   
Total Operating Expenses                 95488000.0   89260000.0   81309000.0   
Cost Of Revenue                          77818000.0   74509000.0   68639000.0   
Total Other Income Expense Net          -46744000.0   75595000.0  -29804000.0   
Discontinued Operations                   -308000.0    -932000.0    -414000.0   
Net Income From Continuing Ops          -25038000.0  103699000.0    8771000.0   
Net Income Applicable To Common Shares  -25346000.0  102767000.0    8357000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        27564000.0  
Minority Interest                              None  
Net Income                               19136000.0  
Selling General Administrative            9606000.0  
Gross Profit                             50800000.0  
Ebit                                     38511000.0  
Operating Income                         38511000.0  
Other Operating Expenses                       None  
Interest Expense                         -9626000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        7620000.0  
Total Revenue                           108085000.0  
Total Operating Expenses                 69574000.0  
Cost Of Revenue                          57285000.0  
Total Other Income Expense Net          -10947000.0  
Discontinued Operations                   -808000.0  
Net Income From Continuing Ops           19944000.0  
Net Income Applicable To Common Shares   19136000.0  ]
['mutualfund_holders',                                             Holder   Shares Date Reported  \
0                    iShares Core S&P Smallcap ETF  3109924    2022-01-30   
1  Trust for Advised Port-Miller Opportunity Trust  3000000    2021-12-30   
2           Vanguard Total Stock Market Index Fund  1205505    2021-12-30   
3                    Vanguard Small-Cap Index Fund  1087474    2021-12-30   
4                         iShares Russell 2000 ETF  1007421    2022-01-30   
5              Vanguard Small Cap Value Index Fund   675190    2021-12-30   
6                   John Hancock Small Cap Core Fd   673643    2022-01-30   
7              Vanguard Extended Market Index Fund   579630    2021-12-30   
8               iShares S&P Smallcap 600 Value ETF   389127    2022-01-30   
9         Vanguard Tax Managed Fund-Small Cap Fund   367500    2021-12-30   

    % Out     Value  
0  0.0624  79116466  
1  0.0601  79320000  
2  0.0242  31873552  
3  0.0218  28752812  
4  0.0202  25628790  
5  0.0135  17852023  
6  0.0135  17137477  
7  0.0116  15325417  
8  0.0078   9899390  
9  0.0074   9716700  ]
['options', ('2022-08-19',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2480755.6640625
Sector 1YMF: 33.56000518798828
1YMF: 33.56000518798828
risk trend factor: 2.0119906818931326
Empty DataFrame
Columns: []
Index: [BANF]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	94.860001	81.144325	89.856826	98.569327	85.566191	4.220089	77.126013	94.006368

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
BANF	1.135864	94.860001	2480755.664062	0.965783	0.955166	0.536352

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 111.50549269952572 87.12426882304617
test cv mean error, stdev (10 folds): 118.63569883513928 88.2636517227647
sell date: 2022-07-15
expected return: 0.034903714892172616
discounted return: 0.0014305386331057157
quarter return: 1.14055559492294

symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1623886.71875
Sector 1YMF: 27.8699951171875
1YMF: 27.8699951171875
risk trend factor: 1.771775570386466
       beta currentRatio debtToEquity earningsGrowth      ebitda  \
Y  0.663839        1.597         31.5         -0.433  1620000000   

  ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
Y       0.13423  9.936376     90016496      0.44211   5101669000   

  heldPercentInstitutions                       industry    marketCap  \
Y                 0.86723  Insurance—Property & Casualty  11220848640   

  operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
Y        1928840960          0.11935           0     0.15    1.305451   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.929715        0.0771      1.004        0.02938   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.11868         0.025         878.577  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13454900       2.32  2298860032           170.857  2822777088   

  totalRevenue trailingPE  
Y  12069126144  12.311554  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	830.5	830.573879	833.250157	835.926435	838.613332	7.460501	823.69233	853.534333

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
Y	1.56538	830.5	1623886.71875	0.919536	0.382688	0.459685

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 7631.68253996378 8525.18777804038
test cv mean error, stdev (10 folds): 8115.112821970264 8822.793630408927
sell date: 2022-08-05
expected return: 0.04333915755480232
discounted return: 0.0009432512083029643
quarter return: 1.0906111308529938

['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            11.77
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile        None
militaryContract           False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5061001.171875
Sector 1YMF: 47.44999694824219
1YMF: 47.44999694824219
risk trend factor: 1.7515689687220128
          beta currentRatio debtToEquity dividendRate dividendYield  \
SAFM  0.640199        5.529        0.877         1.76        0.0084   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
SAFM          2.316  1342139008       0.23866  6.957816    669912512   

     grossMargins grossProfits heldPercentInstitutions        industry  \
SAFM      0.25714    907758000                 0.80995  Packaged Foods   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
SAFM  4749068800         954787008          0.20787      0.0455    -0.48   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
SAFM    2.013895                     0.844488       0.15341      3.785   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
SAFM        0.30256        0.44602         0.358         255.051   

                  sector sharesOutstanding shortRatio  totalCash  \
SAFM  Consumer Defensive          22320200       4.01  829123968   

     totalCashPerShare totalDebt totalRevenue trailingPE  
SAFM            37.147  20690000   5623608832   5.505331  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	208.309998	186.953267	199.289207	211.625148	191.30127	7.50937	176.282531	206.320009

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SAFM	1.334104	208.309998	5061001.171875	0.98121	0.675913	0.476629

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 435.2291282833939 593.8337555067529
test cv mean error, stdev (10 folds): 459.8900986528255 617.4241845581781
sell date: 2022-07-29
expected return: 0.0819708885324508
discounted return: 0.0020754211012470325
quarter return: 1.2101458334884323

['options', ('2022-08-19', '2022-12-16')]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26850614.0625
Sector 1YMF: 2.720003128051758
1YMF: 2.720003128051758
risk trend factor: 1.295238173088975
Empty DataFrame
Columns: []
Index: [SJI]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	34.200001	33.571564	34.29746	35.023356	34.252857	0.376732	33.499393	35.006321

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SJI	0.791297	34.200001	26850614.0625	0.934426	0.172286	0.415691

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 8.124418136441133 7.8591255045210895
test cv mean error, stdev (10 folds): 8.67377471144766 8.038840268533503
sell date: 2022-09-09
expected return: 0.0547357696050763
discounted return: 0.0006663504154651445
quarter return: 1.0632006313523252

['options', ('2022-07-15',)]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.943627        1.828       36.846          3.692  108329000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002  69.51685     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.00644  Diagnostics & Research  4188017408   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.48    8.383469   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     7.732976      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          67690600       1.93  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	60.720001	58.693247	66.262412	73.831578	61.742857	5.236883	51.269091	72.216623

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LNTH	1.823238	60.720001	14149384.179688	0.79355	0.965336	0.533209

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 44.12135416231756 56.91591688465339
test cv mean error, stdev (10 folds): 42.361418181092105 59.407851146892575
sell date: 2022-06-24
expected return: -4.1656382031629715e-05
discounted return: -1.3885653487699656e-05
quarter return: 0.9987233266514252

['options', ('2022-07-15',)]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248345.8984375
Sector 1YMF: 22.989990234375
1YMF: 22.989990234375
risk trend factor: 1.068804267635208
Empty DataFrame
Columns: []
Index: [ROG]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	259.380005	254.172765	260.19492	266.217074	267.576983	6.298768	254.979447	280.17452

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ROG	0.980653	259.380005	3248345.898438	0.91539	0.71811	0.478768

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 1011.9720046449372 1503.6247182291634
test cv mean error, stdev (10 folds): 1106.8167146868577 1545.3239329875869
sell date: 2022-09-23
expected return: 0.14957701674217921
discounted return: 0.0014840156288102868
quarter return: 1.1461726163714616

symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
TWI  2.559313        1.804      223.947  133600000       0.07505  22.768293   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
TWI     -7460500      0.12754    227051000                 0.77188   

                                industry   marketCap operatingCashflow  \
TWI  Farm & Heavy Construction Machinery  1164625280          10726000   

    operatingMargins payoutRatio pegRatio priceToBook  \
TWI          0.04809         0.0     0.43    6.541696   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.654205       0.02785      0.841        0.04832   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI         0.2329         0.492          28.667  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62379500       2.14  99404000             1.592  508744992   

    totalRevenue trailingPE  
TWI   1780215040   245.6579  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	17.52	16.247353	18.072381	19.897408	15.954921	1.924943	12.105034	19.804807

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TWI	1.389288	17.52	10530212.5	0.876816	0.791457	0.500704

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 4.439775837409856 6.248313548679662
test cv mean error, stdev (10 folds): 4.868335036362411 6.397286307309602
sell date: 2022-09-16
expected return: 0.10993460886029618
discounted return: 0.0011995821726895617
quarter return: 1.116607888809665

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets                 1.498000e+06  1.535000e+06  1.572000e+06   
Capital Surplus                   5.623400e+08  5.357020e+08  5.346970e+08   
Total Liab                        9.555130e+08  9.446650e+08  9.242610e+08   
Total Stockholder Equity          2.293000e+08  1.779160e+08  1.815500e+08   
Minority Interest                -2.128000e+06  2.167800e+07  2.162700e+07   
Deferred Long Term Liab           3.330000e+05           NaN           NaN   
Other Current Liab                5.652900e+07  1.436020e+08  1.323050e+08   
Total Assets                      1.182685e+09  1.144259e+09  1.127438e+09   
Other Current Assets              2.558900e+07           NaN           NaN   
Retained Earnings                -8.543900e+07 -1.130370e+08 -1.242240e+08   
Other Liab                        3.701900e+07  4.054300e+07  4.186600e+07   
Treasury Stock                   -2.476010e+08 -2.447490e+08 -2.289230e+08   
Other Assets                      3.930700e+07  2.318200e+07  2.402300e+07   
Cash                              9.810800e+07  9.464000e+07  9.580400e+07   
Total Current Liabilities         4.508130e+08  4.369120e+08  4.136130e+08   
Deferred Long Term Asset Charges  1.683100e+07  2.502000e+06  2.780000e+06   
Short Long Term Debt              3.250000e+07  3.086700e+07  3.429600e+07   
Other Stockholder Equity         -2.464800e+08 -2.436280e+08 -2.278020e+08   
Property Plant Equipment          3.220540e+08  3.232990e+08  3.296030e+08   
Total Current Assets              8.133040e+08  7.962430e+08  7.722400e+08   
Long Term Investments             6.522000e+06           NaN           NaN   
Net Tangible Assets               2.278020e+08  1.763810e+08  1.799780e+08   
Short Term Investments            1.296000e+06           NaN           NaN   
Net Receivables                   2.796520e+08  2.614470e+08  2.657290e+08   
Long Term Debt                    4.524510e+08  4.509990e+08  4.527300e+08   
Inventory                         3.926150e+08  3.730120e+08  3.453390e+08   
Accounts Payable                  2.780990e+08  2.538190e+08  2.390010e+08   

                                    2021-03-31  
Intangible Assets                 1.701000e+06  
Capital Surplus                   5.335690e+08  
Total Liab                        8.823160e+08  
Total Stockholder Equity          1.679950e+08  
Minority Interest                 2.113700e+07  
Deferred Long Term Liab                    NaN  
Other Current Liab                1.221630e+08  
Total Assets                      1.071448e+09  
Other Current Assets                       NaN  
Retained Earnings                -1.214510e+08  
Other Liab                        4.254900e+07  
Treasury Stock                   -2.441230e+08  
Other Assets                      2.587200e+07  
Cash                              9.595400e+07  
Total Current Liabilities         3.822460e+08  
Deferred Long Term Asset Charges  2.186000e+06  
Short Long Term Debt              3.107600e+07  
Other Stockholder Equity         -2.430060e+08  
Property Plant Equipment          3.283100e+08  
Total Current Assets              7.155650e+08  
Long Term Investments                      NaN  
Net Tangible Assets               1.662940e+08  
Short Term Investments                     NaN  
Net Receivables                   2.499040e+08  
Long Term Debt                    4.405760e+08  
Inventory                         3.134720e+08  
Accounts Payable                  2.216130e+08  ]
['quarterly_cashflow',                                            2021-12-31  2021-09-30  2021-06-30  \
Change To Liabilities                      28805000.0  21333000.0  10470000.0   
Total Cashflows From Investing Activities -14488000.0  -9223000.0  -5572000.0   
Net Borrowings                              5623000.0  -3545000.0   3406000.0   
Total Cash From Financing Activities        6671000.0  -3574000.0   3775000.0   
Change To Operating Activities            -24377000.0  13138000.0  -4876000.0   
Net Income                                 27598000.0  11187000.0  -2773000.0   
Change In Cash                              3468000.0  -1164000.0   -150000.0   
Effect Of Exchange Rate                    -1731000.0  -3564000.0   3172000.0   
Total Cash From Operating Activities       13016000.0  15197000.0  -1525000.0   
Depreciation                               11646000.0  11427000.0  12358000.0   
Other Cashflows From Investing Activities   1203000.0   1203000.0   1203000.0   
Change To Inventory                       -23354000.0 -36416000.0 -25767000.0   
Change To Account Receivables                720000.0  -2691000.0  -8962000.0   
Other Cashflows From Financing Activities   1048000.0    -29000.0    369000.0   
Change To Netincome                        -8022000.0  -2781000.0  18025000.0   
Capital Expenditures                      -14552000.0  -9613000.0  -5776000.0   

                                           2021-03-31  
Change To Liabilities                      60581000.0  
Total Cashflows From Investing Activities  -8316000.0  
Net Borrowings                              9483000.0  
Total Cash From Financing Activities        7074000.0  
Change To Operating Activities             -1661000.0  
Net Income                                 13574000.0  
Change In Cash                            -21477000.0  
Effect Of Exchange Rate                    -4273000.0  
Total Cash From Operating Activities      -15962000.0  
Depreciation                               12560000.0  
Other Cashflows From Investing Activities   1203000.0  
Change To Inventory                       -27313000.0  
Change To Account Receivables             -63803000.0  
Other Cashflows From Financing Activities  -2409000.0  
Change To Netincome                        -9900000.0  
Capital Expenditures                       -8861000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
1Q2021   403518000  13574000
2Q2021   438639000  -2773000
3Q2021   450382000  11187000
4Q2021   487676000  27598000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                      2653000.0    2370000.0    2528000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        19512000.0   16146000.0    -435000.0   
Minority Interest                        -2128000.0   21678000.0   21627000.0   
Net Income                               27598000.0   11187000.0   -2773000.0   
Selling General Administrative           32887000.0   32097000.0   32435000.0   
Gross Profit                             59939000.0   57487000.0   58813000.0   
Ebit                                     24399000.0   23020000.0   23850000.0   
Operating Income                         24399000.0   23020000.0   23850000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -8282000.0   -7818000.0   -8598000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       -8778000.0    5342000.0    1991000.0   
Total Revenue                           487676000.0  450382000.0  438639000.0   
Total Operating Expenses                463277000.0  427362000.0  414789000.0   
Cost Of Revenue                         427737000.0  392895000.0  379826000.0   
Total Other Income Expense Net           -4887000.0   -6874000.0  -24285000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           28290000.0   10804000.0   -2426000.0   
Net Income Applicable To Common Shares   27598000.0   11187000.0   -2773000.0   

                                         2021-03-31  
Research Development                      2553000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                        15817000.0  
Minority Interest                        21137000.0  
Net Income                               13574000.0  
Selling General Administrative           33919000.0  
Gross Profit                             50812000.0  
Ebit                                     14340000.0  
Operating Income                         14340000.0  
Other Operating Expenses                       None  
Interest Expense                         -7523000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        2594000.0  
Total Revenue                           403518000.0  
Total Operating Expenses                389178000.0  
Cost Of Revenue                         352706000.0  
Total Other Income Expense Net            1477000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           13223000.0  
Net Income Applicable To Common Shares   13574000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  3592689    2022-01-30   
1             Vanguard Total Stock Market Index Fund  1428714    2021-12-30   
2                           iShares Russell 2000 ETF  1169621    2022-01-30   
3                  DFA U.S. Targeted Value Portfolio   913866    2022-01-30   
4                 iShares S&P Smallcap 600 Value ETF   845888    2022-01-30   
5                Vanguard Extended Market Index Fund   730638    2021-12-30   
6  Invesco ETF Tr-Invesco S&P Small Cap Value Wit...   651906    2022-01-30   
7                     iShares Russell 2000 Value ETF   454628    2022-01-30   
8                          DFA U.S. Small Cap Series   451597    2022-01-30   
9           Vanguard Tax Managed Fund-Small Cap Fund   416749    2021-12-30   

    % Out     Value  
0  0.0573  35028717  
1  0.0228  15658705  
2  0.0187  11403804  
3  0.0146   8910193  
4  0.0135   8247408  
5  0.0117   8007792  
6  0.0104   6356083  
7  0.0073   4432623  
8  0.0072   4403070  
9  0.0067   4567569  ]
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
PBF  2.259981        1.254      197.914  690400000       0.02194  13.134545   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.80167   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  4364307456         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.18    2.279871   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                      0.13868       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120828000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PBF       2.81  1434599936            11.873  4999499776  31470299136   

    trailingPE  
PBF  17.508482  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.98	27.175062	35.668889	44.162716	29.964286	5.34115	19.281986	40.646585

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PBF	0.835417	32.98	92668774.023438	0.721917	0.581704	0.554972

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 32.03876352967298 24.823209453373853
test cv mean error, stdev (10 folds): 30.715015364396418 25.661947155549548
sell date: 2022-08-05
expected return: 0.09416869929540587
discounted return: 0.0020018876896275017
quarter return: 1.2020032808559844

['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
        beta currentRatio debtToEquity earningsGrowth     ebitda  \
GO -0.204778        1.904      144.187         -0.368  158646000   

   ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
GO       0.05023  36.156525    -14480875      0.30639    948786000   

   heldPercentInstitutions        industry   marketCap operatingCashflow  \
GO                 1.05602  Grocery Stores  4006956544         175503008   

   operatingMargins payoutRatio pegRatio priceToBook  \
GO          0.02681           0      3.5    3.909365   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
GO                     1.268609       0.01741      0.611        0.02033   

   returnOnEquity revenueGrowth revenuePerShare              sector  \
GO        0.05577         0.105          32.914  Consumer Defensive   

   sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GO          96367400       6.55  137996000             1.432  1476578944   

   totalRevenue trailingPE  
GO   3158543104      74.25  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	40.150002	35.915072	38.024936	40.134801	35.226667	2.439389	30.347888	40.105445

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
GO	1.191531	40.150002	21744971.289062	0.687007	0.173605	0.403873

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 23.788531206490646 17.28678832661115
test cv mean error, stdev (10 folds): 23.78853331644342 17.286791788688287
sell date: 2022-07-22
expected return: 0.12744091149424003
discounted return: 0.0038768629036818325
quarter return: 1.4275815458507877

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
         beta currentRatio debtToEquity dividendRate dividendYield  \
HRB  0.695099        1.103     5314.905         1.08        0.0327   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
HRB         -0.008  806428032       0.30238   9.17663        0.472   

    grossProfits heldPercentInstitutions           industry   marketCap  \
HRB   1400058000                  0.9316  Personal Services  5389489664   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
HRB          80728000          0.25066      0.3344     0.99   120.17794   

    priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth  \
HRB                     2.020838       0.16063      0.971         0.039   

    revenuePerShare             sector sharesOutstanding shortRatio  \
HRB          15.645  Consumer Cyclical         159594000        3.1   

      totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
HRB  1041740032             6.527  2384054016   2666958080  13.817512  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	33.0	32.411108	34.624444	36.837781	29.692222	4.042801	21.60662	37.777824

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HRB	0.963511	33.0	54249330.46875	0.83894	0.727369	0.435637

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 6.864337424310574 6.3615251868214555
test cv mean error, stdev (10 folds): 7.2923108491707485 6.519291705279131
sell date: 2022-08-26
expected return: 0.0601357231412688
discounted return: 0.0008851936835876373
quarter return: 1.0848066800250045

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 9413646.875
Sector 1YMF: 44.3599853515625
1YMF: 44.3599853515625
risk trend factor: 0.7193120754472356
     currentRatio debtToEquity earningsGrowth    ebitda ebitdaMargins  \
AZPN        1.176       40.561          0.231  27337000       0.08523   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
AZPN  34.490196      0.46746    137630000                 1.03086   

                  industry    marketCap operatingCashflow operatingMargins  \
AZPN  Software—Application  12029022208          45755000         -0.08421   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
AZPN           0     4.59   16.632854                    37.503967   

     profitMargins quickRatio revenueGrowth revenuePerShare      sector  \
AZPN      -0.07406      1.116         0.154           4.811  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
AZPN          62168700       2.78  285216992             4.282  314292000   

     totalRevenue  
AZPN    320740000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	189.199997	179.517829	194.02619	208.534551	172.712063	17.04983	138.612402	206.811723

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
AZPN	0.677612	189.199997	9413646.875	0.817172	0.799656	0.381343

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 489.4540152755008 509.74593337991774
test cv mean error, stdev (10 folds): 536.2814219985136 511.570564229511
sell date: 2022-09-23
expected return: 0.06468623197866812
discounted return: 0.00066703234477683
quarter return: 1.063267291547647

['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
CEIX  2.034072        0.842       95.981  241890000       0.16404  2.951821   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CEIX    252373632       0.3951    422536000                 0.82577   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
CEIX  Thermal Coal  1834375936         375780000          0.01441           0   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CEIX    2.744414                     1.244024       0.00221      0.658   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CEIX        0.00507         0.0052         0.616          42.718  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
CEIX          34814500       2.05  222906000             6.403  641545984   

     totalRevenue trailingPE  
CEIX   1474550016   585.4444  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	46.150002	47.268535	52.341873	57.415211	46.69127	6.413974	33.863321	59.519218

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CEIX	1.548727	46.150002	10292389.84375	0.762563	0.855686	0.521917

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 36.226316448100064 60.30280626318781
test cv mean error, stdev (10 folds): 36.226316729288946 60.302806152572394
sell date: 2022-09-02
expected return: 0.34048576634947886
discounted return: 0.00402220525688235
quarter return: 1.446722537299144

['options', ('2022-08-19',)]
symbol: PSB
sector: Real Estate
Index: SP400
vol_30d_2yr: 2723370.8984375
Sector 1YMF: 12.849990844726562
1YMF: 12.849990844726562
risk trend factor: 0.576750069513787
         beta currentRatio debtToEquity dividendRate dividendYield  \
PSB  0.581372        1.073         1.67          4.2        0.0225   

    earningsGrowth     ebitda ebitdaMargins forwardPE freeCashflow  \
PSB          8.958  285950016       0.65181      46.5    274362240   

    grossMargins grossProfits heldPercentInstitutions          industry  \
PSB      0.70163    307807000                 0.72444  REIT—Diversified   

      marketCap operatingCashflow operatingMargins payoutRatio priceToBook  \
PSB  5124411392         302236992          0.44509      0.2657    5.994199   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PSB                    11.680821       1.02292      0.712        0.05838   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
PSB        0.27862         0.055          15.933  Real Estate   

    sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt  \
PSB          27550600       1.05  27074000             0.981  33300000   

    totalRevenue trailingPE  
PSB    438703008   33.68955  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	185.919998	185.768052	186.94873	188.129409	178.972222	10.487853	157.996517	199.947928

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PSB	2.540601	185.919998	2723370.898438	0.951471	0.807252	0.477207

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -76.09000396728516
Sector Volume Factor: 1.2315342134094496
Sector Risk Trend Factor: -3.053370235265123
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 381.81864448969196 513.263970465507
test cv mean error, stdev (10 folds): 419.11976982172064 523.9072293262651
sell date: 2022-08-05
expected return: 0.026834168475597543
discounted return: 0.0005886275315052369
quarter return: 1.0556300589694985

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          6.600000e+06  7.200000e+06  4.900000e+06   
Capital Surplus            7.524440e+08  7.410320e+08  7.393360e+08   
Total Liab                 1.291510e+08  9.920800e+07  8.898900e+07   
Total Stockholder Equity   9.794560e+08  8.547510e+08  8.294110e+08   
Minority Interest          2.596150e+08  2.297690e+08  2.233740e+08   
Deferred Long Term Liab    2.100000e+06  2.200000e+06  1.000000e+05   
Total Assets               2.123222e+09  2.128478e+09  2.086524e+09   
Common Stock               2.750000e+05  2.750000e+05  2.750000e+05   
Other Current Assets       3.360900e+07  4.681100e+07  1.287100e+07   
Retained Earnings          2.267370e+08  1.134440e+08  8.980000e+07   
Other Liab                 2.800000e+06  1.200000e+06  1.900000e+06   
Other Assets               8.675200e+07  7.275800e+07  6.139400e+07   
Cash                       2.707400e+07  4.659400e+07  1.159650e+08   
Total Current Liabilities  9.305100e+07  9.660800e+07  8.568900e+07   
Property Plant Equipment   1.929985e+09  1.915610e+09  1.851902e+09   
Total Current Assets       9.988500e+07  1.329100e+08  1.683280e+08   
Net Tangible Assets        9.728560e+08  8.475510e+08  8.245110e+08   
Net Receivables            3.920200e+07  3.950500e+07  3.949200e+07   
Long Term Debt             3.200000e+07           NaN           NaN   

                             2021-03-31  
Intangible Assets          5.700000e+06  
Capital Surplus            7.363360e+08  
Total Liab                 8.292500e+07  
Total Stockholder Equity   8.094190e+08  
Minority Interest          2.188450e+08  
Deferred Long Term Liab    2.000000e+05  
Total Assets               2.055939e+09  
Common Stock               2.740000e+05  
Other Current Assets       2.569800e+07  
Retained Earnings          7.280900e+07  
Other Liab                 2.000000e+06  
Other Assets               5.048600e+07  
Cash                       6.949200e+07  
Total Current Liabilities  7.952500e+07  
Property Plant Equipment   1.863881e+09  
Total Current Assets       1.358720e+08  
Net Tangible Assets        8.037190e+08  
Net Receivables            4.068200e+07  
Long Term Debt                      NaN  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                              0.0          0.0   
Total Cashflows From Investing Activities  272954000.0 -102263000.0   
Net Borrowings                              32000000.0   32000000.0   
Total Cash From Financing Activities      -362303000.0  -51409000.0   
Issuance Of Stock                            4105000.0    4105000.0   
Net Income                                 286094000.0   64613000.0   
Change In Cash                             -19520000.0  -69371000.0   
Repurchase Of Stock                         -1213000.0    -657000.0   
Total Cash From Operating Activities        69829000.0   84301000.0   
Depreciation                                23273000.0   23404000.0   
Dividends Paid                             -39556000.0  -40969000.0   
Other Cashflows From Financing Activities  -41078000.0   -9783000.0   
Change To Netincome                       -239795000.0   -3912000.0   

                                           2021-06-30  2021-03-31  
Change To Liabilities                             0.0         0.0  
Total Cashflows From Investing Activities  15099000.0 -16424000.0  
Net Borrowings                             32000000.0  32000000.0  
Total Cash From Financing Activities      -47909000.0 -51991000.0  
Issuance Of Stock                            907000.0    907000.0  
Net Income                                 57956000.0  40096000.0  
Change In Cash                             46473000.0    409000.0  
Repurchase Of Stock                         -207000.0  -3361000.0  
Total Cash From Operating Activities       79283000.0  68824000.0  
Depreciation                               22331000.0  21678000.0  
Dividends Paid                            -40965000.0 -40918000.0  
Other Cashflows From Financing Activities  -7644000.0  -7712000.0  
Change To Netincome                        -1140000.0   6914000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   108047000   40096000
2Q2021   109364000   57956000
3Q2021   110448000   64613000
4Q2021   110844000  286094000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       357009000.0   78463000.0   70050000.0   
Minority Interest                       259615000.0  229769000.0  223374000.0   
Net Income                              286094000.0   64613000.0   57956000.0   
Selling General Administrative            4728000.0    5148000.0    4799000.0   
Gross Profit                             78106000.0   77357000.0   77515000.0   
Ebit                                     49248000.0   48352000.0   50202000.0   
Operating Income                         49248000.0   48352000.0   50202000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -3943000.0    -224000.0    -268000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                              0.0          0.0          0.0   
Total Revenue                           110844000.0  110448000.0  109364000.0   
Total Operating Expenses                 61596000.0   62096000.0   59162000.0   
Cost Of Revenue                          32738000.0   33091000.0   31849000.0   
Total Other Income Expense Net          307761000.0   30111000.0   19848000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          357009000.0   78463000.0   70050000.0   
Net Income Applicable To Common Shares  267390000.0   52217000.0   45595000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        47507000.0  
Minority Interest                       218845000.0  
Net Income                               40096000.0  
Selling General Administrative            4382000.0  
Gross Profit                             74829000.0  
Ebit                                     47462000.0  
Operating Income                         47462000.0  
Other Operating Expenses                       None  
Interest Expense                          -211000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                              0.0  
Total Revenue                           108047000.0  
Total Operating Expenses                 60585000.0  
Cost Of Revenue                          33218000.0  
Total Other Income Expense Net              45000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           47507000.0  
Net Income Applicable To Common Shares   27886000.0  ]
['mutualfund_holders',                                         Holder  Shares Date Reported   % Out  \
0  Vanguard Specialized-Real Estate Index Fund  985864    2022-01-30  0.0357   
1                 Vanguard Explorer Fund, Inc.  711188    2022-01-30  0.0257   
2        Principal Real Estate Securities Fund  616247    2022-01-30  0.0223   
3       Vanguard Total Stock Market Index Fund  586018    2021-12-30  0.0212   
4                  iShares Core S&P Midcap ETF  558903    2022-01-30  0.0202   
5                Vanguard Small-Cap Index Fund  520016    2021-12-30  0.0188   
6          Price (T.Rowe) Small Cap Stock Fund  488574    2021-12-30  0.0177   
7          Price (T.Rowe) Small-Cap Value Fund  487200    2021-12-30  0.0176   
8                     iShares Russell 2000 ETF  461507    2022-01-30  0.0167   
9         Vanguard Small-Cap Growth Index Fund  324161    2021-12-30  0.0117   

       Value  
0  164599853  
1  118739948  
2  102888599  
3  107926935  
4   93314444  
5   95771346  
6   89980673  
7   89727624  
8   77053208  
9   59700731  ]
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
         beta currentRatio dividendRate dividendYield      ebitda  \
MCK  0.716666         0.98         1.88        0.0058  3516999936   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MCK       0.01368  14.043577   2778374912       0.0503  11967000000   

    heldPercentInstitutions              industry    marketCap  \
MCK                   0.898  Medical Distribution  47236759552   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4917000192           0.0105      0.2521     1.05   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.183796       0.00549      0.445        0.02686   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
MCK       14.01754         0.096        1655.966  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
MCK         152682000       2.69  2753999872            18.385  8098999808   

     totalRevenue  
MCK  257005993984  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	300.570007	299.443248	318.421081	337.398913	317.445859	10.066372	297.313115	337.578604

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MCK	1.048139	300.570007	22868822.070312	0.803327	0.997242	0.461301

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 416.29615906098445 356.83704046212785
test cv mean error, stdev (10 folds): 436.7456044880313 368.0570102434348
sell date: 2022-09-16
expected return: 0.04130793003929322
discounted return: 0.0004653674227454996
quarter return: 1.043733140155085

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.130000e+09  2.385000e+09  2.797000e+09   
Capital Surplus            7.411000e+09  7.311000e+09  7.057000e+09   
Total Liab                 6.449500e+10  6.368800e+10  6.293200e+10   
Total Stockholder Equity  -1.274000e+09 -5.710000e+08 -5.290000e+08   
Minority Interest          4.870000e+08  4.840000e+08  4.910000e+08   
Other Current Liab         5.975000e+09  3.504000e+09  6.850000e+08   
Total Assets               6.370800e+10  6.360100e+10  6.289400e+10   
Common Stock               2.000000e+06  2.000000e+06  2.000000e+06   
Other Current Assets       5.940000e+09  3.470000e+09  1.230000e+08   
Retained Earnings          8.734000e+09  8.812000e+09  8.618000e+09   
Other Liab                 1.007600e+10  9.988000e+09  1.065700e+10   
Good Will                  9.462000e+09  9.473000e+09  9.520000e+09   
Treasury Stock            -1.742100e+10 -1.669600e+10 -1.620600e+10   
Other Assets               1.971000e+09  2.173000e+09  2.607000e+09   
Cash                       2.754000e+09  2.151000e+09  2.423000e+09   
Total Current Liabilities  4.745200e+10  4.607500e+10  4.383500e+10   
Short Long Term Debt       4.660000e+08  7.500000e+07  8.070000e+08   
Other Stockholder Equity  -1.655000e+09 -1.665000e+09 -1.627000e+09   
Property Plant Equipment   3.645000e+09  3.990000e+09  4.620000e+09   
Total Current Assets       4.649800e+10  4.558000e+10  4.335000e+10   
Long Term Investments      2.000000e+06           NaN           NaN   
Net Tangible Assets       -1.286600e+10 -1.242900e+10 -1.284600e+10   
Net Receivables            1.835500e+10  2.014000e+10  2.019800e+10   
Long Term Debt             5.323000e+09  5.769000e+09  6.282000e+09   
Inventory                  1.902400e+10  1.934200e+10  2.001600e+10   
Accounts Payable           3.718300e+10  3.892200e+10  3.838900e+10   

                             2021-03-31  
Intangible Assets          3.391000e+09  
Capital Surplus            6.925000e+09  
Total Liab                 6.356900e+10  
Total Stockholder Equity  -2.100000e+07  
Minority Interest          1.467000e+09  
Other Current Liab         1.670000e+08  
Total Assets               6.501500e+10  
Common Stock               2.000000e+06  
Other Current Assets       1.340000e+08  
Retained Earnings          8.202000e+09  
Other Liab                 1.110100e+10  
Good Will                  9.493000e+09  
Treasury Stock            -1.515000e+10  
Other Assets               1.799000e+09  
Cash                       6.278000e+09  
Total Current Liabilities  4.410300e+10  
Short Long Term Debt       7.740000e+08  
Other Stockholder Equity  -1.480000e+09  
Property Plant Equipment   4.681000e+09  
Total Current Assets       4.538200e+10  
Long Term Investments      2.690000e+08  
Net Tangible Assets       -1.290500e+10  
Net Receivables            1.918100e+10  
Long Term Debt             6.292000e+09  
Inventory                  1.924600e+10  
Accounts Payable           3.897500e+10  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Change To Liabilities                      1.810000e+08  2.040000e+09   
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07   
Net Borrowings                             3.620000e+08 -1.136000e+09   
Total Cash From Financing Activities      -4.380000e+08 -1.743000e+09   
Change To Operating Activities             3.300000e+07  1.300000e+08   
Issuance Of Stock                          6.300000e+07  4.000000e+07   
Net Income                                -7.000000e+06  2.670000e+08   
Change In Cash                             6.260000e+08 -2.000000e+06   
Repurchase Of Stock                       -7.140000e+08 -2.640000e+08   
Effect Of Exchange Rate                    1.700000e+07  7.000000e+06   
Total Cash From Operating Activities       1.377000e+09  1.792000e+09   
Depreciation                               1.850000e+08  1.950000e+08   
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07   
Dividends Paid                            -7.200000e+07 -6.500000e+07   
Change To Inventory                       -4.950000e+08 -2.630000e+08   
Change To Account Receivables              3.860000e+08 -1.266000e+09   
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08   
Change To Netincome                        9.580000e+08  5.950000e+08   
Capital Expenditures                      -6.700000e+07 -9.300000e+07   

                                             2021-06-30    2021-03-31  
Change To Liabilities                     -6.090000e+08  2.507000e+09  
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08  
Net Borrowings                            -2.000000e+06 -1.620000e+08  
Total Cash From Financing Activities      -2.151000e+09 -5.170000e+08  
Change To Operating Activities            -1.650000e+08  3.700000e+07  
Issuance Of Stock                          7.100000e+07  3.700000e+07  
Net Income                                 4.860000e+08  6.660000e+08  
Change In Cash                            -3.861000e+09  2.664000e+09  
Repurchase Of Stock                       -1.008000e+09 -2.440000e+08  
Effect Of Exchange Rate                    1.100000e+07  1.600000e+07  
Total Cash From Operating Activities      -1.622000e+09  3.370000e+09  
Depreciation                               2.180000e+08  2.210000e+08  
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07  
Dividends Paid                            -6.900000e+07 -6.700000e+07  
Change To Inventory                       -9.010000e+08 -2.300000e+08  
Change To Account Receivables             -1.045000e+09 -3.550000e+08  
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07  
Change To Netincome                        4.480000e+08  8.740000e+08  
Capital Expenditures                      -9.300000e+07 -1.580000e+08  ]
['quarterly_earnings',              Revenue   Earnings
Quarter                        
1Q2021   59142000000  666000000
2Q2021   62674000000  486000000
3Q2021   66576000000  267000000
4Q2021   68614000000   -7000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                         277000000.0    442000000.0   
Minority Interest                         487000000.0    484000000.0   
Net Income                                 -7000000.0    267000000.0   
Selling General Administrative           3105000000.0   2669000000.0   
Gross Profit                             3428000000.0   3352000000.0   
Ebit                                      323000000.0    683000000.0   
Operating Income                          323000000.0    683000000.0   
Other Operating Expenses                         None           None   
Interest Expense                          -41000000.0    -45000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        238000000.0    132000000.0   
Total Revenue                           68614000000.0  66576000000.0   
Total Operating Expenses                68291000000.0  65893000000.0   
Cost Of Revenue                         65186000000.0  63224000000.0   
Total Other Income Expense Net            -46000000.0   -241000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops             39000000.0    310000000.0   
Net Income Applicable To Common Shares     -7000000.0    267000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         562000000.0   1029000000.0  
Minority Interest                         491000000.0   1467000000.0  
Net Income                                486000000.0    666000000.0  
Selling General Administrative           2232000000.0   2224000000.0  
Gross Profit                             3032000000.0   3116000000.0  
Ebit                                      800000000.0    892000000.0  
Operating Income                          800000000.0    892000000.0  
Other Operating Expenses                         None           None  
Interest Expense                          -49000000.0    -52000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                         26000000.0    316000000.0  
Total Revenue                           62674000000.0  59142000000.0  
Total Operating Expenses                61874000000.0  58250000000.0  
Cost Of Revenue                         59642000000.0  56026000000.0  
Total Other Income Expense Net           -238000000.0    137000000.0  
Discontinued Operations                    -3000000.0     -3000000.0  
Net Income From Continuing Ops            536000000.0    713000000.0  
Net Income Applicable To Common Shares    486000000.0    666000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  4329453    2021-12-30  0.0298   
1                 Vanguard 500 Index Fund  3233507    2021-12-30  0.0222   
2       MFS Series Trust I-MFS Value Fund  2893200    2022-02-27  0.0199   
3         JP Morgan Large Cap Growth Fund  2293009    2021-12-30  0.0158   
4             Vanguard Mid-Cap Index Fund  1726299    2021-12-30  0.0119   
5                  SPDR S&P 500 ETF Trust  1640864    2022-01-30  0.0113   
6                 Fidelity 500 Index Fund  1563585    2022-02-27  0.0108   
7                iShares Core S&P 500 ETF  1269846    2022-01-30  0.0087   
8             Putnam Large Cap Value Fund  1220237    2022-01-30  0.0084   
9         Vanguard Index-Value Index Fund  1166709    2021-12-30  0.0080   

        Value  
0  1076172132  
1   803752834  
2   795514272  
3   569973247  
4   429106142  
5   421242606  
6   429923331  
7   325994865  
8   313259242  
9   290008856  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile                0
peerCount                      58
governanceScore              5.52
environmentPercentile           0
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance           LAG_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile            0
militaryContract            False]
symbol: GCP
sector: error
sector: error
Index: SP600
vol_30d_2yr: 8243886.328125
Sector 1YMF: 0.45000267028808594
1YMF: 0.45000267028808594
risk trend factor: 0.5027960224875223
Empty DataFrame
Columns: []
Index: [GCP]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	30.93	30.835356	31.038381	31.241406	31.187778	0.232375	30.723027	31.652528

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
GCP	1.87078	30.93	8243886.328125	0.913628	0.155232	0.442804

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 8.240075910092076 9.316800391694377
test cv mean error, stdev (10 folds): 8.753590728113855 9.621973515859423
sell date: 2022-09-23
expected return: 0.04120132253026541
discounted return: 0.00042961528306939556
quarter return: 1.0403072667197417

['options', ('2022-08-19', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24741280.6640625
Sector 1YMF: 2.7066688537597656
1YMF: 2.7066688537597656
risk trend factor: 0.37488481940951457
         beta currentRatio debtToEquity dividendRate dividendYield  \
WRB  0.736388        0.453       44.413          0.4         0.006   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
WRB          1.585  1969144064       0.19279  14.39872   2491864832   

    grossMargins grossProfits heldPercentInstitutions  \
WRB      0.44661   4029355000                 0.69595   

                          industry    marketCap operatingCashflow  \
WRB  Insurance—Property & Casualty  17908482048        2350679040   

    operatingMargins payoutRatio pegRatio priceToBook  \
WRB          0.18096        0.07     1.93    2.608746   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
WRB                     1.753326       0.13546      0.278        0.03724   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
WRB        0.20909         0.352           36.85  Financial Services   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
WRB         265192992       1.31  3303750912            12.458  3059073024   

    totalRevenue trailingPE  
WRB  10214005760  13.636913  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	66.82	65.019435	68.896032	72.772628	67.946191	1.725853	64.494485	71.397896

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
WRB	1.220256	66.82	24741280.664062	0.845794	0.942554	0.452599

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 34.12905580169824 62.70947459193601
test cv mean error, stdev (10 folds): 37.07787196508725 65.03902935573554
sell date: 2022-06-24
expected return: 0.002130974917643359
discounted return: 0.0007098210074716338
quarter return: 1.0674582622266082

['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.83
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            12.16
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.95
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 31.22
peerGroup              Insurance
smallArms                  False
environmentScore            1.95
governancePercentile        None
militaryContract           False]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	164.020004	159.077845	165.278412	171.47898	162.282857	5.027495	152.227867	172.337847

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
FCN	0.694756	164.020004	6853053.320312	0.888589	0.922824	0.404937

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 113.70673887274337 46.52872638178013
test cv mean error, stdev (10 folds): 109.63914279747492 46.89789656306262
sell date: 2022-09-02
expected return: 0.20527261998026444
discounted return: 0.002560886935535134
quarter return: 1.2652888519690373

symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
         beta currentRatio debtToEquity dividendRate dividendYield  \
XOM  1.040834        1.072       26.929         3.52        0.0409   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
XOM          1.003  53895000064       0.17427  10.153163  31484874752   

    grossMargins grossProfits heldPercentInstitutions              industry  \
XOM      0.31806  90045000000                 0.56852  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
XOM  385423540224       53653000192          0.10859      0.5804     0.32   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
XOM    2.277378                     1.246241       0.08339      0.739   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
XOM        0.06097         0.1559         0.525          72.369  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
XOM        4213199872       1.61  11073999872             2.629  47537000448   

     totalRevenue trailingPE  
XOM  309269004288  15.170813  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	86.120003	88.433461	96.553809	104.674158	89.425555	6.106626	77.212304	101.638806

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
XOM	1.153813	86.120003	552640281.25	0.738786	0.776498	0.53103

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 136.76549887194895 167.42652080970876
test cv mean error, stdev (10 folds): 149.9049726689322 170.10508794627145
sell date: 2022-09-23
expected return: 0.07945807982303119
discounted return: 0.0008137259727394319
quarter return: 1.0777034556362188

['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.82
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.14
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                             36.46
highestControversy                       3
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            81.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.51
governancePercentile                  None
militaryContract                     False]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
          beta currentRatio debtToEquity dividendRate dividendYield  \
MANT  0.737745        1.584       23.665         1.64          0.02   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MANT          -0.07  264191008       0.10344  27.143267     89507376   

     grossMargins grossProfits heldPercentInstitutions              industry  \
MANT      0.14856    379411000                 0.71066  Software—Application   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MANT  3859215104         212171008          0.07374      0.4669      4.3   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MANT    2.329694                     1.511073       0.05365      1.462   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare      sector  \
MANT         0.0485        0.08419        -0.007           62.85  Technology   

     sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
MANT          27562400       2.93  53374000             1.308  396480000   

     totalRevenue trailingPE  
MANT   2553956096  27.853573  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	94.790001	94.21236	94.956032	95.699705	88.233333	5.546632	77.140069	99.326598

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MANT	2.782348	94.790001	4428022.265625	0.833671	0.571232	0.363702

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 79.08238855442798 56.433028025127456
test cv mean error, stdev (10 folds): 75.67082242780269 58.09585895529044
sell date: 2022-09-23
expected return: 0.03804220288704062
discounted return: 0.0003972750822611726
quarter return: 1.0372179175185376

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.655550e+08  1.822340e+08  1.890820e+08   
Capital Surplus            5.665730e+08  5.621590e+08  5.572110e+08   
Total Liab                 9.641450e+08  6.277590e+08  6.598970e+08   
Total Stockholder Equity   1.675420e+09  1.656402e+09  1.628976e+09   
Other Current Liab         3.619700e+07  3.444200e+07  3.061000e+07   
Total Assets               2.639565e+09  2.284161e+09  2.288873e+09   
Common Stock               4.110000e+05  4.100000e+05  4.100000e+05   
Other Current Assets       1.337200e+07  8.339000e+06  7.756000e+06   
Retained Earnings          1.117867e+09  1.103243e+09  1.080762e+09   
Other Liab                 2.231980e+08  1.996420e+08  1.913750e+08   
Good Will                  1.498988e+09  1.238090e+09  1.237734e+09   
Treasury Stock            -9.431000e+06 -9.410000e+06 -9.407000e+06   
Other Assets               5.733000e+07  5.422800e+07  5.310300e+07   
Cash                       5.337400e+07  1.454140e+08  6.487400e+07   
Total Current Liabilities  3.772280e+08  3.608110e+08  3.673090e+08   
Other Stockholder Equity  -2.730000e+05 -2.520000e+05 -2.490000e+05   
Property Plant Equipment   2.086160e+08  2.063080e+08  2.137790e+08   
Total Current Assets       5.975210e+08  5.917460e+08  5.836270e+08   
Long Term Investments      1.155500e+07  1.155500e+07  1.154800e+07   
Net Tangible Assets       -8.912300e+07  2.360780e+08  2.021600e+08   
Net Receivables            4.981750e+08  4.072410e+08  4.755650e+08   
Long Term Debt             3.000000e+08           NaN  3.000000e+07   
Accounts Payable           1.691400e+08  1.643870e+08  1.706120e+08   

                             2021-03-31  
Intangible Assets          1.953520e+08  
Capital Surplus            5.498110e+08  
Total Liab                 5.999710e+08  
Total Stockholder Equity   1.600428e+09  
Other Current Liab         3.038300e+07  
Total Assets               2.200399e+09  
Common Stock               4.090000e+05  
Other Current Assets       6.921000e+06  
Retained Earnings          1.059608e+09  
Other Liab                 1.878370e+08  
Good Will                  1.237733e+09  
Treasury Stock            -9.400000e+06  
Other Assets               5.127100e+07  
Cash                       6.924000e+06  
Total Current Liabilities  3.141710e+08  
Other Stockholder Equity  -2.420000e+05  
Property Plant Equipment   2.173500e+08  
Total Current Assets       4.871450e+08  
Long Term Investments      1.154800e+07  
Net Tangible Assets        1.673430e+08  
Net Receivables            4.430940e+08  
Long Term Debt             2.150000e+07  
Accounts Payable           1.225490e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -13433000.0   -1675000.0   
Total Cashflows From Investing Activities -384184000.0  -10122000.0   
Net Borrowings                             299951000.0  -30047000.0   
Total Cash From Financing Activities       285023000.0  -47840000.0   
Change To Operating Activities             -24850000.0   -8044000.0   
Issuance Of Stock                            1738000.0    1587000.0   
Net Income                                  30124000.0   37956000.0   
Change In Cash                             -92040000.0   80540000.0   
Repurchase Of Stock                         -1175000.0    -599000.0   
Total Cash From Operating Activities         7121000.0  138502000.0   
Depreciation                                19637000.0   18651000.0   
Other Cashflows From Investing Activities      43000.0      43000.0   
Dividends Paid                             -15491000.0  -15466000.0   
Change To Account Receivables              -18592000.0   71550000.0   
Change To Netincome                         16895000.0   21181000.0   
Capital Expenditures                       -13709000.0  -10122000.0   
Other Cashflows From Financing Activities          NaN   -3315000.0   

                                           2021-06-30  2021-03-31  
Change To Liabilities                      50481000.0 -26248000.0  
Total Cashflows From Investing Activities -12996000.0 -17854000.0  
Net Borrowings                              8456000.0   6453000.0  
Total Cash From Financing Activities       -3735000.0  -8282000.0  
Change To Operating Activities            -12414000.0 -26116000.0  
Issuance Of Stock                           3291000.0   3142000.0  
Net Income                                 36609000.0  32328000.0  
Change In Cash                             57950000.0 -34269000.0  
Repurchase Of Stock                           -4000.0  -2489000.0  
Total Cash From Operating Activities       74681000.0  -8133000.0  
Depreciation                               18435000.0  19152000.0  
Other Cashflows From Investing Activities    227000.0    227000.0  
Dividends Paid                            -15478000.0 -15388000.0  
Change To Account Receivables             -30089000.0 -26823000.0  
Change To Netincome                        14041000.0  11945000.0  
Capital Expenditures                      -13223000.0 -17854000.0  
Other Cashflows From Financing Activities  -3315000.0  -3315000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
1Q2021   633224000  32328000
2Q2021   648578000  36609000
3Q2021   637821000  37956000
4Q2021   634333000  30124000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        41639000.0   52611000.0   48323000.0   
Minority Interest                              None         None         None   
Net Income                               30124000.0   37956000.0   36609000.0   
Selling General Administrative           47618000.0   48343000.0   47048000.0   
Gross Profit                             91578000.0  101616000.0   95710000.0   
Ebit                                     43960000.0   53273000.0   48662000.0   
Operating Income                         43960000.0   53273000.0   48662000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -1063000.0    -606000.0    -366000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       11515000.0   14655000.0   11714000.0   
Total Revenue                           634333000.0  637821000.0  648578000.0   
Total Operating Expenses                590373000.0  584548000.0  599916000.0   
Cost Of Revenue                         542755000.0  536205000.0  552868000.0   
Total Other Income Expense Net           -2321000.0    -662000.0    -339000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           30124000.0   37956000.0   36609000.0   
Net Income Applicable To Common Shares   30124000.0   37956000.0   36609000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        41985000.0  
Minority Interest                              None  
Net Income                               32328000.0  
Selling General Administrative           48086000.0  
Gross Profit                             90507000.0  
Ebit                                     42421000.0  
Operating Income                         42421000.0  
Other Operating Expenses                       None  
Interest Expense                          -354000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        9657000.0  
Total Revenue                           633224000.0  
Total Operating Expenses                590803000.0  
Cost Of Revenue                         542717000.0  
Total Other Income Expense Net            -436000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           32328000.0  
Net Income Applicable To Common Shares   32328000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  1938605    2022-01-30   
1             Vanguard Total Stock Market Index Fund   787243    2021-12-30   
2  Victory Portfolios-Sycamore Small Company Oppo...   696400    2022-01-30   
3                      Vanguard Small-Cap Index Fund   690974    2021-12-30   
4               First Trust NASDAQ Cybersecurity ETF   642526    2022-02-27   
5                           iShares Russell 2000 ETF   628355    2022-01-30   
6                    DFA U.S. Small Cap Value Series   544749    2022-01-30   
7                        Harbor Small Cap Value Fund   528590    2022-01-30   
8                 iShares S&P Smallcap 600 Value ETF   458357    2022-01-30   
9               Janus Henderson Small Cap Value Fund   444296    2021-12-30   

    % Out      Value  
0  0.0493  140044825  
1  0.0200   57413631  
2  0.0177   50307936  
3  0.0176   50392733  
4  0.0163   53567392  
5  0.0160   45392365  
6  0.0138   39352667  
7  0.0134   38185341  
8  0.0116   33111709  
9  0.0113   32402507  ]
['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.179219        0.717       93.916         0.02        0.0005  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  4.047666    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88372  Oil & Gas E&P  4967176192        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.15    2.348467   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                     1.714697       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121864000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
SM       1.78  419887008             3.446  1986428032   2896824064  15.306045  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	39.709999	36.543497	46.618254	56.693011	41.080159	5.405133	30.269893	51.890424

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SM	0.640686	39.709999	85332599.609375	0.715458	0.803847	0.471215

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 38.18857423099383 45.778047872192694
test cv mean error, stdev (10 folds): 41.84793522372869 46.45312695322053
sell date: 2022-09-23
expected return: 0.3335568166169001
discounted return: 0.0030669239586564867
quarter return: 1.3254144590195558

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51433534.1796875
Sector 1YMF: 6.369998931884766
1YMF: 6.369998931884766
risk trend factor: 0.2699152264297761
          beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.639705        1.822       57.138          1.6        0.0341   

          ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
DINO  1137624960       0.06186   -771616128      0.08786   1615735000   

     heldPercentInstitutions                        industry  \
DINO                 0.62529  Oil & Gas Refining & Marketing   

     operatingCashflow operatingMargins payoutRatio pegRatio profitMargins  \
DINO         406681984          0.04193      0.1032     0.35       0.03036   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
DINO      0.762        0.03946        0.11039         0.938         113.116   

      sector shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
DINO  Energy        3.3  234444000             1.438  3596556032  18389141504  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	45.0	43.432974	51.035714	58.638454	43.785397	6.19363	31.398138	56.172656

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DINO	1.094012	45.0	51433534.179688	0.676181	0.488602	0.560442

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 70.25982692072806 77.80841864848905
test cv mean error, stdev (10 folds): 75.88547288187537 79.44466432212066
sell date: 2022-09-23
expected return: 0.03251179010994842
discounted return: 0.00034042457790106617
quarter return: 1.0318091641363818

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.990580e+08  6.410410e+08  6.546840e+08   
Capital Surplus            4.220075e+09  4.232504e+09  4.225032e+09   
Total Liab                 6.622148e+09  6.567642e+09  6.519789e+09   
Total Stockholder Equity   5.687885e+09  5.726740e+09  5.443375e+09   
Minority Interest          6.065800e+08  6.027990e+08  5.968690e+08   
Deferred Long Term Liab    3.973850e+08  3.453140e+08  3.037070e+08   
Other Current Liab         2.699100e+07  1.499010e+08  2.866900e+07   
Total Assets               1.291661e+10  1.289718e+10  1.256003e+10   
Common Stock               2.560000e+06  2.560000e+06  2.560000e+06   
Other Current Assets       6.463000e+06  1.967000e+06  1.563000e+06   
Retained Earnings          4.413836e+09  4.453366e+09  4.172560e+09   
Other Liab                 1.118644e+09  1.136432e+09  1.078211e+09   
Good Will                  2.293044e+09  2.293305e+09  2.293544e+09   
Treasury Stock            -2.948586e+09 -2.961690e+09 -2.956777e+09   
Other Assets               7.510120e+08  3.453140e+08  3.037070e+08   
Cash                       2.344440e+08  1.481562e+09  1.398280e+09   
Total Current Liabilities  2.065464e+09  2.044208e+09  2.012771e+09   
Other Stockholder Equity   2.671000e+06  4.460000e+06  9.653000e+06   
Property Plant Equipment   5.811045e+09  5.262498e+09  5.163648e+09   
Total Current Assets       3.762454e+09  4.355023e+09  4.144450e+09   
Net Tangible Assets        3.095783e+09  2.792394e+09  2.495147e+09   
Net Receivables            1.339270e+09  9.475650e+08  9.962990e+08   
Long Term Debt             3.072737e+09  3.072352e+09  3.100969e+09   
Inventory                  2.122128e+09  1.887080e+09  1.700605e+09   
Accounts Payable           1.613484e+09  1.460769e+09  1.480820e+09   

                             2021-03-31  
Intangible Assets          6.498600e+08  
Capital Surplus            4.216816e+09  
Total Liab                 6.096771e+09  
Total Stockholder Equity   5.259187e+09  
Minority Interest          5.788590e+08  
Deferred Long Term Liab    3.087260e+08  
Other Current Liab         4.575800e+07  
Total Assets               1.193482e+10  
Common Stock               2.560000e+06  
Other Current Assets       2.445000e+06  
Retained Earnings          4.003733e+09  
Other Liab                 9.379900e+08  
Good Will                  2.293422e+09  
Treasury Stock            -2.963922e+09  
Other Assets               3.087260e+08  
Cash                       1.193428e+09  
Total Current Liabilities  1.757308e+09  
Other Stockholder Equity   4.658000e+06  
Property Plant Equipment   4.982533e+09  
Total Current Assets       3.700276e+09  
Net Tangible Assets        2.315905e+09  
Net Receivables            8.440410e+08  
Long Term Debt             3.126091e+09  
Inventory                  1.616848e+09  
Accounts Payable           1.266690e+09  ]
['quarterly_cashflow',                                              2021-12-31   2021-09-30  \
Investments                                6.480000e+05     410000.0   
Change To Liabilities                      1.738690e+08  -28662000.0   
Total Cashflows From Investing Activities -8.887430e+08 -116164000.0   
Net Borrowings                            -2.443000e+06  -30251000.0   
Total Cash From Financing Activities      -2.763400e+07  -45691000.0   
Change To Operating Activities            -1.612560e+08   72162000.0   
Net Income                                -3.953000e+07  280787000.0   
Change In Cash                            -1.247118e+09   83282000.0   
Repurchase Of Stock                       -6.445000e+06    -122000.0   
Effect Of Exchange Rate                    2.071000e+06   -4276000.0   
Total Cash From Operating Activities      -3.328120e+08  249413000.0   
Depreciation                              -2.702000e+06  121220000.0   
Change To Inventory                        5.507100e+07 -194922000.0   
Change To Account Receivables             -3.937620e+08   72256000.0   
Other Cashflows From Financing Activities -1.874600e+07  -15318000.0   
Change To Netincome                       -1.073170e+08  -58845000.0   
Capital Expenditures                      -2.650640e+08 -215504000.0   
Other Cashflows From Investing Activities           NaN          NaN   
Dividends Paid                                      NaN          NaN   

                                            2021-06-30   2021-03-31  
Investments                                  3107000.0    3107000.0  
Change To Liabilities                      201040000.0  266163000.0  
Total Cashflows From Investing Activities -175248000.0 -147064000.0  
Net Borrowings                             -26623000.0  -18173000.0  
Total Cash From Financing Activities       -48917000.0  -89561000.0  
Change To Operating Activities              55153000.0   98871000.0  
Net Income                                 168850000.0  148217000.0  
Change In Cash                             204852000.0 -174890000.0  
Repurchase Of Stock                          -479000.0     -12000.0  
Effect Of Exchange Rate                      1262000.0    -591000.0  
Total Cash From Operating Activities       427755000.0   62326000.0  
Depreciation                               124042000.0  124079000.0  
Change To Inventory                         36530000.0 -241238000.0  
Change To Account Receivables             -147010000.0 -145891000.0  
Other Cashflows From Financing Activities  -21815000.0  -13713000.0  
Change To Netincome                           -82000.0 -224054000.0  
Capital Expenditures                      -182880000.0 -149961000.0  
Other Cashflows From Investing Activities   -2897000.0    2897000.0  
Dividends Paid                                     NaN  -57663000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   3504293000  148217000
2Q2021   4577123000  168850000
3Q2021   4685059000  280787000
4Q2021   5622667000  -39530000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        -43150000.0   357507000.0   
Minority Interest                        606580000.0   602799000.0   
Net Income                               -39530000.0   280787000.0   
Selling General Administrative            92633000.0    87686000.0   
Gross Profit                             225010000.0   509881000.0   
Ebit                                      -1821000.0   300975000.0   
Operating Income                          -1821000.0   300975000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -30955000.0   -26892000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       -26046000.0    54766000.0   
Total Revenue                           5622667000.0  4685059000.0   
Total Operating Expenses                5624488000.0  4384084000.0   
Cost Of Revenue                         5397657000.0  4175178000.0   
Total Other Income Expense Net           -41329000.0    56532000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           -17104000.0   302741000.0   
Net Income Applicable To Common Shares   -39107000.0   277234000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        318252000.0   154543000.0  
Minority Interest                        596869000.0   578859000.0  
Net Income                               168850000.0   148217000.0  
Selling General Administrative            78686000.0    73245000.0  
Gross Profit                             536228000.0   344616000.0  
Ebit                                     333500000.0   147292000.0  
Operating Income                         333500000.0   147292000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -28942000.0   -38386000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       123485000.0   -28307000.0  
Total Revenue                           4577123000.0  3504293000.0  
Total Operating Expenses                4243623000.0  3357001000.0  
Cost Of Revenue                         4040895000.0  3159677000.0  
Total Other Income Expense Net           -15248000.0     7251000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           194767000.0   182850000.0  
Net Income Applicable To Common Shares   166627000.0   146175000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                        iShares Core S&P Midcap ETF  4158265    2022-01-30   
1             Vanguard Total Stock Market Index Fund  4157166    2021-12-30   
2                     Fidelity Low-Priced Stock Fund  3753790    2022-02-27   
3                      Vanguard Small-Cap Index Fund  3681912    2021-12-30   
4  John Hancock Fds III-Disciplined Value Mid Cap Fd  2884974    2021-12-30   
5  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2700673    2022-01-30   
6                Vanguard Small Cap Value Index Fund  2335086    2021-12-30   
7                    DFA U.S. Small Cap Value Series  1999592    2022-01-30   
8                Vanguard Extended Market Index Fund  1980785    2021-12-30   
9   John Hancock Mutual Fds III-Disciplined Value Fd  1734416    2021-12-30   

    % Out      Value  
0  0.0186  146204597  
1  0.0186  136271901  
2  0.0168  114302905  
3  0.0165  120693075  
4  0.0129   94569447  
5  0.0121   94955662  
6  0.0105   76544119  
7  0.0090   70305654  
8  0.0089   64930132  
9  0.0078   56854156  ]
symbol: PLAB
sector: Technology
Index: SP600
vol_30d_2yr: 10786618.9453125
Sector 1YMF: 2.2899999618530273
1YMF: 2.2899999618530273
risk trend factor: 0.26412914530661946
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
PLAB  0.946914         3.38        8.253          1.653  230734000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
PLAB       0.30918  8.626126     88907624      0.30465    167044000   

     heldPercentInstitutions                             industry   marketCap  \
PLAB                 0.90545  Semiconductor Equipment & Materials  1179664896   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PLAB         195842000          0.19571           0     1.14    1.391614   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PLAB                     1.580754       0.11709       2.86        0.07027   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
PLAB        0.12517          0.28          12.342  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare totalDebt  \
PLAB          61601300       1.44  329281984             5.345  86678000   

     totalRevenue trailingPE  
PLAB    746267008  13.457484  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	19.15	14.678059	19.802381	24.926703	17.249841	2.549321	12.151199	22.348483

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PLAB	2.163783	19.15	10786618.945312	0.729861	0.736899	0.332818

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 4.567473504594047 5.146782222487015
test cv mean error, stdev (10 folds): 4.293159696638102 5.320767769860798
sell date: 2022-08-26
expected return: 0.020160538588419565
discounted return: 0.0003024700634008948
quarter return: 1.0282137137990637

['options', ('2022-12-16',)]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
         beta currentRatio debtToEquity dividendRate dividendYield  \
MPC  1.910294        1.704       80.117         2.32        0.0242   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MPC          1.917  7120999936       0.05912  21.64929  16415250432   

    grossMargins grossProfits heldPercentInstitutions  \
MPC       0.0867  10443000000                 0.82037   

                           industry    marketCap operatingCashflow  \
MPC  Oil & Gas Refining & Marketing  56240115712        4360000000   

    operatingMargins payoutRatio pegRatio priceToBook  \
MPC          0.03119      0.5472     0.55    2.009414   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.466913       0.08085      1.222        0.02754   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.08003         0.967         189.986  Energy         615587968   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.92  10839000064            19.177  26904000512  120450998272   

    trailingPE  
MPC   6.413028  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	87.290001	89.493723	102.090159	114.686595	92.726984	8.615037	75.49691	109.957059

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MPC	1.221452	87.290001	141817662.109375	0.691764	0.544636	0.514361

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 143.94496742317762 157.58998735053586
test cv mean error, stdev (10 folds): 151.18349763673814 163.530290807923
sell date: 2022-09-23
expected return: 0.01413756989027312
discounted return: 0.00014935760454304337
quarter return: 1.013834699429743

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   3.326200e+10  3.325600e+10  3.323800e+10   
Total Liab                        5.179200e+10  5.333600e+10  5.760700e+10   
Total Stockholder Equity          2.620600e+10  2.828000e+10  2.892100e+10   
Minority Interest                 7.375000e+09  7.684000e+09  7.772000e+09   
Other Current Liab                2.278000e+09  3.377000e+09  6.148000e+09   
Total Assets                      8.537300e+10  8.930000e+10  9.430000e+10   
Common Stock                      1.000000e+07  1.000000e+07  1.000000e+07   
Other Current Assets              5.680000e+08  5.850000e+08  5.850000e+08   
Retained Earnings                 1.290500e+10  1.248400e+10  1.216000e+10   
Other Liab                        7.999000e+09  8.193000e+09  8.825000e+09   
Good Will                         8.256000e+09  8.256000e+09  8.256000e+09   
Treasury Stock                   -1.997100e+10 -1.747000e+10 -1.648700e+10   
Other Assets                      2.400000e+09  2.463000e+09  2.532000e+09   
Cash                              5.291000e+09  5.874000e+09  1.183900e+10   
Total Current Liabilities         1.789800e+10  1.689800e+10  1.951200e+10   
Deferred Long Term Asset Charges  2.000000e+06           NaN           NaN   
Short Long Term Debt              4.980000e+08  7.300000e+07  7.000000e+07   
Other Stockholder Equity         -6.700000e+07 -3.440000e+08 -3.400000e+08   
Property Plant Equipment          3.881200e+10  3.905400e+10  3.949600e+10   
Total Current Assets              3.049600e+10  3.414300e+10  3.859200e+10   
Long Term Investments             5.409000e+09  5.384000e+09  5.424000e+09   
Net Tangible Assets               1.795000e+10  2.002400e+10  2.066500e+10   
Short Term Investments            5.548000e+09  7.352000e+09  5.418000e+09   
Net Receivables                   1.103400e+10  1.112100e+10  1.187100e+10   
Long Term Debt                    2.444300e+10  2.665500e+10  2.763900e+10   
Inventory                         8.055000e+09  9.211000e+09  8.879000e+09   
Accounts Payable                  1.370000e+10  1.219600e+10  1.217000e+10   

                                    2021-03-31  
Capital Surplus                   3.322200e+10  
Total Liab                        5.717200e+10  
Total Stockholder Equity          2.159200e+10  
Minority Interest                 7.887000e+09  
Other Current Liab                3.370000e+09  
Total Assets                      8.665100e+10  
Common Stock                      1.000000e+07  
Other Current Assets              1.176200e+10  
Retained Earnings                 4.029000e+09  
Other Liab                        9.386000e+09  
Good Will                         8.256000e+09  
Treasury Stock                   -1.566900e+10  
Other Assets                      2.594000e+09  
Cash                              6.240000e+08  
Total Current Liabilities         1.608500e+10  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt              6.900000e+07  
Other Stockholder Equity         -5.110000e+08  
Property Plant Equipment          4.000500e+10  
Total Current Assets              3.036100e+10  
Long Term Investments             5.435000e+09  
Net Tangible Assets               1.333600e+10  
Short Term Investments                     NaN  
Net Receivables                   9.568000e+09  
Long Term Debt                    3.006100e+10  
Inventory                         8.407000e+09  
Accounts Payable                  9.953000e+09  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                1.742000e+09 -1.934000e+09   
Change To Liabilities                      1.590000e+09  1.930000e+08   
Total Cashflows From Investing Activities  1.448000e+09 -2.054000e+09   
Net Borrowings                            -1.951000e+09 -1.018000e+09   
Total Cash From Financing Activities      -5.703000e+09 -2.762000e+09   
Change To Operating Activities            -2.000000e+06  1.000000e+06   
Issuance Of Stock                          3.500000e+07  1.800000e+07   
Net Income                                 7.740000e+08  6.940000e+08   
Change In Cash                            -5.810000e+08 -5.964000e+09   
Repurchase Of Stock                       -2.742000e+09 -9.280000e+08   
Total Cash From Operating Activities       3.674000e+09 -1.148000e+09   
Depreciation                               8.130000e+08  8.360000e+08   
Other Cashflows From Investing Activities  1.320000e+08  2.400000e+08   
Dividends Paid                            -3.540000e+08 -3.700000e+08   
Change To Inventory                        1.173000e+09 -3.260000e+08   
Change To Account Receivables             -1.534000e+09  1.820000e+08   
Other Cashflows From Financing Activities -6.910000e+08 -4.640000e+08   
Change To Netincome                        8.400000e+08 -2.746000e+09   
Capital Expenditures                      -4.810000e+08 -3.770000e+08   

                                             2021-06-30    2021-03-31  
Investments                               -5.477000e+09 -5.000000e+07  
Change To Liabilities                      2.656000e+09  1.821000e+09  
Total Cashflows From Investing Activities  1.567000e+10 -2.670000e+08  
Net Borrowings                            -4.169000e+09  8.650000e+08  
Total Cash From Financing Activities      -5.970000e+09  1.600000e+07  
Change To Operating Activities            -1.000000e+06  5.000000e+06  
Issuance Of Stock                          3.000000e+07  2.300000e+07  
Net Income                                 8.512000e+09 -2.420000e+08  
Change In Cash                             1.108000e+10  2.030000e+08  
Repurchase Of Stock                       -9.840000e+08 -9.840000e+08  
Total Cash From Operating Activities       1.380000e+09  4.540000e+08  
Depreciation                               8.710000e+08  8.440000e+08  
Other Cashflows From Investing Activities  2.144400e+10  1.100000e+07  
Dividends Paid                            -3.810000e+08 -3.790000e+08  
Change To Inventory                       -4.720000e+08 -4.080000e+08  
Change To Account Receivables             -2.224000e+09 -1.723000e+09  
Other Cashflows From Financing Activities -4.660000e+08 -4.930000e+08  
Change To Netincome                       -7.981000e+09  1.350000e+08  
Capital Expenditures                      -3.020000e+08 -3.040000e+08  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
1Q2021   22788000000  -242000000
2Q2021   29734000000  8512000000
3Q2021   32491000000   694000000
4Q2021   35438000000   774000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                        1348000000.0   1012000000.0   
Minority Interest                        7375000000.0   7684000000.0   
Net Income                                774000000.0    694000000.0   
Selling General Administrative            654000000.0    691000000.0   
Gross Profit                             3254000000.0   2928000000.0   
Ebit                                     1610000000.0   1208000000.0   
Operating Income                         1610000000.0   1208000000.0   
Other Operating Expenses                  177000000.0    193000000.0   
Interest Expense                         -302000000.0   -313000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        243000000.0    -18000000.0   
Total Revenue                           35438000000.0  32491000000.0   
Total Operating Expenses                33828000000.0  31283000000.0   
Cost Of Revenue                         32184000000.0  29563000000.0   
Total Other Income Expense Net           -262000000.0   -196000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops           1105000000.0   1030000000.0   
Net Income Applicable To Common Shares    772000000.0    694000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         593000000.0   -136000000.0  
Minority Interest                        7772000000.0   7887000000.0  
Net Income                               8512000000.0   -242000000.0  
Selling General Administrative            681000000.0    575000000.0  
Gross Profit                             2557000000.0   1704000000.0  
Ebit                                      816000000.0    123000000.0  
Operating Income                          816000000.0    123000000.0  
Other Operating Expenses                  189000000.0    162000000.0  
Interest Expense                         -318000000.0   -334000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                          5000000.0     34000000.0  
Total Revenue                           29734000000.0  22788000000.0  
Total Operating Expenses                28918000000.0  22665000000.0  
Cost Of Revenue                         27177000000.0  21084000000.0  
Total Other Income Expense Net           -223000000.0   -259000000.0  
Discontinued Operations                  8214000000.0    234000000.0  
Net Income From Continuing Ops            588000000.0   -170000000.0  
Net Income Applicable To Common Shares   8512000000.0   -242000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  18103056    2022-01-30   
1             Vanguard Total Stock Market Index Fund  17494854    2021-12-30   
2                            Vanguard 500 Index Fund  13037019    2021-12-30   
3                        Vanguard Mid-Cap Index Fund   6960433    2021-12-30   
4                             SPDR S&P 500 ETF Trust   6540311    2022-01-30   
5                            Fidelity 500 Index Fund   6304109    2022-02-27   
6                           iShares Core S&P 500 ETF   5120813    2022-01-30   
7                    Vanguard Index-Value Index Fund   4704115    2021-12-30   
8  Vanguard Institutional Index Fund-Institutiona...   4638261    2021-12-30   
9                        iShares Select Dividend ETF   4127022    2022-01-30   

    % Out       Value  
0  0.0335  1298894268  
1  0.0323  1119495707  
2  0.0241   834238845  
3  0.0129   445398107  
4  0.0121   469267314  
5  0.0117   490900967  
6  0.0095   367418332  
7  0.0087   301016318  
8  0.0086   296802321  
9  0.0076   296113828  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                          0
peerCount                                39
governanceScore                        5.87
environmentPercentile                     0
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                         None
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                      0
militaryContract                      False]
symbol: LLY
sector: Healthcare
Index: SP500
vol_30d_2yr: 70977344.3359375
Sector 1YMF: 8.8499755859375
1YMF: 8.8499755859375
risk trend factor: 0.18730107060185186
         beta currentRatio debtToEquity dividendRate dividendYield  \
LLY  0.397459        1.267      174.931         3.92        0.0135   

    earningsGrowth       ebitda ebitdaMargins  forwardPE freeCashflow  \
LLY          0.409  10721399808       0.36563  32.746696   4736287744   

    grossMargins grossProfits heldPercentInstitutions  \
LLY       0.7556  21345300000                 0.84117   

                       industry     marketCap operatingCashflow  \
LLY  Drug Manufacturers—General  282520584192        8062499840   

    operatingMargins payoutRatio pegRatio priceToBook  \
LLY          0.30994      0.5245     3.51   28.684158   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LLY                     9.634844       0.20903      0.772        0.12117   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
LLY        0.74019         0.148          32.376  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
LLY         950160000       1.63  2571599872             2.857  16551999488   

    totalRevenue trailingPE  
LLY  29322799104   44.19441  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	290.899994	284.096885	302.232381	320.367877	296.315556	9.524706	277.266144	315.364968

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LLY	0.967658	290.899994	70977344.335938	0.829733	0.979741	0.407173

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 404.3004619386717 288.1892693369166
test cv mean error, stdev (10 folds): 433.7032966822759 286.0945278924163
sell date: 2022-09-02
expected return: 0.13279535875519005
discounted return: 0.0017095191098663864
quarter return: 1.1701611544433472

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                       17.4
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                  None
peerCount                           83
governanceScore                  11.56
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                          32.4
highestControversy                   2
esgPerformance                OUT_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       70.21
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  3.43
governancePercentile              None
militaryContract                 False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90552079.1015625
Sector 1YMF: 9.160011291503906
1YMF: 9.160011291503906
risk trend factor: 0.1828345622851758
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92        0.0349   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  10.225637   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80481  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  47530942464        6498999808           0.0341      0.6312     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO    2.525478                     0.377935       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.46  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216  18.749195  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	112.440002	114.972524	130.979841	146.987158	116.34127	14.566462	87.208346	145.474193

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VLO	1.3872	112.440002	90552079.101562	0.691389	0.569718	0.530999

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 317.1519111015952 364.58958459008994
test cv mean error, stdev (10 folds): 348.46615032995356 368.0104948880837
sell date: 2022-06-24
expected return: 2.228576469871314e-05
discounted return: 7.428533049580466e-06
quarter return: 1.000683656088519

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
         beta currentRatio debtToEquity dividendRate dividendYield  \
APA  4.125226        1.227      704.108          0.5        0.0127   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
APA          4.324  4982000128       0.56569   4.06754   2424875008   

    grossMargins grossProfits heldPercentInstitutions       industry  \
APA      0.67015   5080000000                 0.86507  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
APA  13647661056        3716000000          0.40218      0.0339     0.17   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
APA                     1.549638       0.28023      0.882        0.17293   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
APA        4.69732         0.405          24.063  Energy         338232000   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
APA       0.82  234000000             0.692  5999000064   8807000064   

    trailingPE  
APA   5.998216  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	39.220001	39.703868	46.051746	52.399625	42.904732	3.307398	36.289937	49.519528

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
APA	0.999608	39.220001	204531248.4375	0.713933	0.304265	0.445496

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 47.13054475691343 47.07658485857801
test cv mean error, stdev (10 folds): 51.40174453680588 47.29853216100208
sell date: 2022-07-15
expected return: 0.14622803593529313
discounted return: 0.005702723250525343
quarter return: 1.6873516584818244

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2021-3                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.88
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               71
governanceScore                       7.96
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             38.81
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           82.83
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     21.98
governancePercentile                  None
militaryContract                     False]
symbol: PPC
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 17241312.5
Sector 1YMF: 1.4799995422363281
1YMF: 1.4799995422363281
risk trend factor: 0.1778845668897103
         beta currentRatio debtToEquity earningsGrowth      ebitda  \
PPC  0.943738        1.532      134.448          1.805  1548861056   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PPC       0.09838  10.284345    873572608      0.10458   1365827000   

    heldPercentInstitutions        industry   marketCap operatingCashflow  \
PPC                 0.18281  Packaged Foods  7736222208         697006016   

    operatingMargins payoutRatio pegRatio priceToBook  \
PPC           0.0732           0     0.69    2.809146   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PPC                     0.491363       0.01342      0.724        0.08575   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
PPC        0.07645         0.295          64.613  Consumer Defensive   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
PPC         240330000       2.88  725539968             3.019  3755959040   

    totalRevenue trailingPE  
PPC  15744428032  37.128025  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	29.34	28.165931	31.419048	34.672164	28.426667	2.86898	22.688707	34.164626

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PPC	1.275425	29.34	17241312.5	0.741748	0.282386	0.556574

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 26.767895785046264 40.455102663471955
test cv mean error, stdev (10 folds): 28.55364077064964 42.01427290782952
sell date: 2022-06-24
expected return: 3.5831703451015226e-06
discounted return: 1.1943886883969412e-06
quarter return: 1.000109889731145

['options', ('2023-01-20',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.766666        1.112        38.48         0.32        0.0119   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MRO  3308999936       0.58921  12.704082   1785500032      0.77546   

    grossProfits heldPercentInstitutions       industry    marketCap  \
MRO   4355000000                   0.802  Oil & Gas E&P  19385571328   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MRO        3239000064          0.20495      0.0769     0.59    1.819776   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MRO                     3.451847       0.16845      1.052        0.04117   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MRO        0.08905         1.091           7.136  Energy         778537024   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MRO       0.93  580000000             0.794  4112000000   5616000000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	24.15	25.128986	29.471905	33.814823	26.957624	2.372893	22.211838	31.70341

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MRO	1.000459	24.15	490057840.234375	0.691969	0.80545	0.53536

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 12.69255970413172 12.658414471165557
test cv mean error, stdev (10 folds): 13.816576070874365 12.742113874455876
sell date: 2022-09-16
expected return: 0.2510304982151105
discounted return: 0.002577656807176032
quarter return: 1.2672374715532024

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            7.221000e+09  7.213000e+09  7.201000e+09   
Total Liab                 6.308000e+09  6.365000e+09  7.166000e+09   
Total Stockholder Equity   1.068600e+10  1.079600e+10  1.063400e+10   
Other Current Liab         3.680000e+08  4.960000e+08  5.020000e+08   
Total Assets               1.699400e+10  1.716100e+10  1.780000e+10   
Common Stock               9.370000e+08  9.370000e+08  9.370000e+08   
Other Current Assets       2.200000e+07  2.500000e+07  1.900000e+07   
Retained Earnings          7.271000e+09  6.669000e+09  6.524000e+09   
Other Liab                 6.440000e+08  6.420000e+08  6.650000e+08   
Treasury Stock            -4.743000e+09 -4.023000e+09 -4.028000e+09   
Other Assets               1.100000e+08  1.040000e+08  9.300000e+07   
Cash                       5.800000e+08  4.850000e+08  9.700000e+08   
Total Current Liabilities  1.637000e+09  1.676000e+09  1.575000e+09   
Short Long Term Debt       3.900000e+07  3.900000e+07  3.500000e+07   
Other Stockholder Equity   8.200000e+07  8.200000e+07  7.700000e+07   
Property Plant Equipment   1.458600e+10  1.484300e+10  1.511100e+10   
Total Current Assets       1.821000e+09  1.655000e+09  2.075000e+09   
Long Term Investments      4.770000e+08  5.590000e+08  5.210000e+08   
Net Tangible Assets        1.068600e+10  1.079600e+10  1.063400e+10   
Net Receivables            1.142000e+09  1.068000e+09  1.008000e+09   
Long Term Debt             3.980000e+09  3.983000e+09  4.882000e+09   
Inventory                  7.700000e+07  7.700000e+07  7.800000e+07   
Accounts Payable           1.110000e+09  1.028000e+09  9.370000e+08   

                             2021-03-31  
Capital Surplus            7.195000e+09  
Total Liab                 7.562000e+09  
Total Stockholder Equity   1.067100e+10  
Other Current Liab         3.810000e+08  
Total Assets               1.823300e+10  
Common Stock               9.370000e+08  
Other Current Assets       2.600000e+07  
Retained Earnings          6.540000e+09  
Other Liab                 6.950000e+08  
Treasury Stock            -4.001000e+09  
Other Assets               9.600000e+07  
Cash                       1.125000e+09  
Total Current Liabilities  1.899000e+09  
Short Long Term Debt       5.010000e+08  
Other Stockholder Equity   1.120000e+08  
Property Plant Equipment   1.542500e+10  
Total Current Assets       2.150000e+09  
Long Term Investments      5.620000e+08  
Net Tangible Assets        1.067100e+10  
Net Receivables            9.210000e+08  
Long Term Debt             4.910000e+09  
Inventory                  7.800000e+07  
Accounts Payable           9.180000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.600000e+07  9.000000e+06   
Change To Liabilities                      1.410000e+08  1.070000e+08   
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08   
Total Cash From Financing Activities      -7.690000e+08 -1.036000e+09   
Change To Operating Activities            -2.000000e+07 -7.000000e+06   
Net Income                                 6.490000e+08  1.840000e+08   
Change In Cash                             9.500000e+07 -4.850000e+08   
Repurchase Of Stock                       -7.240000e+08 -1.000000e+06   
Total Cash From Operating Activities       1.146000e+09  8.160000e+08   
Depreciation                               4.630000e+08  5.830000e+08   
Dividends Paid                            -4.700000e+07 -3.900000e+07   
Change To Account Receivables             -7.600000e+07 -6.000000e+07   
Other Cashflows From Financing Activities  2.000000e+06 -9.600000e+07   
Change To Netincome                       -1.100000e+07  8.000000e+06   
Capital Expenditures                      -2.740000e+08 -2.890000e+08   
Net Borrowings                                      NaN -9.000000e+08   
Other Cashflows From Investing Activities           NaN  1.000000e+06   
Change To Inventory                                 NaN  1.000000e+06   

                                            2021-06-30   2021-03-31  
Investments                                  6000000.0    6000000.0  
Change To Liabilities                       20000000.0  101000000.0  
Total Cashflows From Investing Activities -256000000.0 -207000000.0  
Total Cash From Financing Activities      -554000000.0  -32000000.0  
Change To Operating Activities              12000000.0   61000000.0  
Net Income                                  16000000.0   97000000.0  
Change In Cash                            -155000000.0  383000000.0  
Repurchase Of Stock                         -1000000.0   -9000000.0  
Total Cash From Operating Activities       655000000.0  622000000.0  
Depreciation                               600000000.0  512000000.0  
Dividends Paid                             -32000000.0  -23000000.0  
Change To Account Receivables              -78000000.0 -175000000.0  
Other Cashflows From Financing Activities  -22000000.0  -22000000.0  
Change To Netincome                         85000000.0   28000000.0  
Capital Expenditures                      -274000000.0 -209000000.0  
Net Borrowings                            -500000000.0 -500000000.0  
Other Cashflows From Investing Activities    1000000.0   -1000000.0  
Change To Inventory                          1000000.0   -2000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1180000000   97000000
2Q2021   1259000000   16000000
3Q2021   1439000000  184000000
4Q2021   1738000000  649000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        683000000.0   188000000.0   
Minority Interest                               None          None   
Net Income                               649000000.0   184000000.0   
Selling General Administrative            61000000.0    70000000.0   
Gross Profit                            1393000000.0  1089000000.0   
Ebit                                     755000000.0   254000000.0   
Operating Income                         755000000.0   254000000.0   
Other Operating Expenses                  94000000.0   167000000.0   
Interest Expense                         -74000000.0   -57000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        34000000.0     4000000.0   
Total Revenue                           1738000000.0  1439000000.0   
Total Operating Expenses                 983000000.0  1185000000.0   
Cost Of Revenue                          345000000.0   350000000.0   
Total Other Income Expense Net           -72000000.0   -66000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           649000000.0   184000000.0   
Net Income Applicable To Common Shares   649000000.0   184000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         26000000.0   107000000.0  
Minority Interest                               None          None  
Net Income                                16000000.0    97000000.0  
Selling General Administrative            69000000.0    75000000.0  
Gross Profit                             966000000.0   907000000.0  
Ebit                                      54000000.0    87000000.0  
Operating Income                          54000000.0    87000000.0  
Other Operating Expenses                 240000000.0   227000000.0  
Interest Expense                         -59000000.0   -13000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        10000000.0    10000000.0  
Total Revenue                           1259000000.0  1180000000.0  
Total Operating Expenses                1205000000.0  1093000000.0  
Cost Of Revenue                          293000000.0   273000000.0  
Total Other Income Expense Net           -28000000.0    20000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            16000000.0    97000000.0  
Net Income Applicable To Common Shares    16000000.0    97000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                     Vanguard/Windsor II  26018487    2022-01-30  0.0368   
1   Select Sector SPDR Fund-Energy Select  22895120    2022-01-30  0.0324   
2  Vanguard Total Stock Market Index Fund  22131478    2021-12-30  0.0313   
3           Vanguard Small-Cap Index Fund  19611815    2021-12-30  0.0277   
4                 Vanguard 500 Index Fund  16486851    2021-12-30  0.0233   
5     Vanguard Small Cap Value Index Fund  12430773    2021-12-30  0.0176   
6          Fidelity Low-Priced Stock Fund  12282677    2022-02-27  0.0174   
7                  SPDR S&P 500 ETF Trust   8364080    2022-01-30  0.0118   
8                 Fidelity 500 Index Fund   7972838    2022-02-27  0.0113   
9                     Invesco Comstock Fd   7808667    2022-01-30  0.0110   

       Value  
0  506579941  
1  445767986  
2  363398868  
3  322026002  
4  270714093  
5  204113292  
6  277097193  
7  162848637  
8  179867225  
9  152034746  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       8.13
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                     0
militaryContract                     False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.588475        1.325       71.489         5.08        0.0876   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
DVN          3.625  6653000192        0.4454  6.504833   3098249984   

    grossMargins grossProfits heldPercentInstitutions       industry  \
DVN      0.58211   7414000000                 0.84994  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
DVN  39969599488        6144000000          0.29732      0.4991     0.35   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
DVN    4.302359                     2.675879       0.24027      1.188   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
DVN        0.13144         0.4031          0.74           22.47  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
DVN         660000000       1.41  2459000064             3.726  6744999936   

    totalRevenue trailingPE  
DVN  14936999936    11.3685  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	58.02	63.021796	72.270498	81.519201	64.791123	6.379249	52.032625	77.549622

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DVN	1.104104	58.02	237878397.65625	0.701688	0.92716	0.547332

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 63.96047087281792 58.72627053824724
test cv mean error, stdev (10 folds): 69.67555297000216 58.60349149219175
sell date: 2022-09-23
expected return: 0.15932019065784372
discounted return: 0.0015739372431027299
quarter return: 1.1556793940394725

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.86
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                  None
militaryContract                     False]
symbol: UTHR
sector: Healthcare
Index: SP400
vol_30d_2yr: 8360250.78125
Sector 1YMF: 8.760009765625
1YMF: 8.760009765625
risk trend factor: 0.13940181852529768
       beta currentRatio debtToEquity earningsGrowth     ebitda ebitdaMargins  \
UTHR  0.675        7.608       20.685          0.073  736800000       0.43714   

      forwardPE freeCashflow grossMargins grossProfits  \
UTHR  14.474382    403587488      0.92732   1563000000   

     heldPercentInstitutions       industry    marketCap operatingCashflow  \
UTHR                  0.9712  Biotechnology  10306152448         598200000   

     operatingMargins payoutRatio pegRatio priceToBook  \
UTHR          0.40753           0     5.49     2.69021   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
UTHR                     6.114596       0.28229      6.972        0.08776   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
UTHR         0.1294         0.079          37.539  Healthcare   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
UTHR          45036500        2.9  1930700032            42.779  818899968   

     totalRevenue trailingPE  
UTHR   1685500032  23.080181  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	219.380005	194.589531	219.462223	244.334915	195.494921	19.533079	156.428764	234.561078

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
UTHR	1.481235	219.380005	8360250.78125	0.878858	0.826178	0.414478

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 531.968301599211 452.06538306240753
test cv mean error, stdev (10 folds): 561.1667761631822 464.1350765775999
sell date: 2022-09-23
expected return: 0.0070243026096433545
discounted return: 7.446816750089624e-05
quarter return: 1.0068743368524853

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets                 1.660000e+07  1.670000e+07  1.670000e+07   
Capital Surplus                   2.245400e+09  2.225500e+09  2.196500e+09   
Total Liab                        1.210200e+09  1.219200e+09  1.205400e+09   
Total Stockholder Equity          3.958900e+09  3.829700e+09  3.639500e+09   
Deferred Long Term Liab           6.900000e+06  7.500000e+06  8.100000e+06   
Other Current Liab                7.100000e+06  2.600000e+07  2.480000e+07   
Total Assets                      5.169100e+09  5.048900e+09  4.844900e+09   
Common Stock                      7.000000e+05  7.000000e+05  7.000000e+05   
Other Current Assets              1.004000e+08  7.600000e+07  8.710000e+07   
Retained Earnings                 4.315000e+09  4.202800e+09  4.040100e+09   
Other Liab                        8.900000e+07  9.920000e+07  9.400000e+07   
Good Will                         2.800000e+07  2.800000e+07  2.800000e+07   
Treasury Stock                   -2.602200e+09 -2.599300e+09 -2.597800e+09   
Other Assets                      3.390000e+08  3.518000e+08  3.574000e+08   
Cash                              8.948000e+08  9.085000e+08  9.422000e+08   
Total Current Liabilities         3.054000e+08  3.200000e+08  3.114000e+08   
Deferred Long Term Asset Charges  2.619000e+08  2.739000e+08  2.642000e+08   
Other Stockholder Equity         -2.300000e+07 -2.010000e+07 -1.860000e+07   
Property Plant Equipment          7.809000e+08  7.267000e+08  7.157000e+08   
Total Current Assets              2.323600e+09  2.385900e+09  2.317900e+09   
Long Term Investments             1.681000e+09  1.539800e+09  1.409200e+09   
Net Tangible Assets               3.914300e+09  3.785000e+09  3.594800e+09   
Short Term Investments            1.035900e+09  1.091900e+09  1.025300e+09   
Net Receivables                   1.987000e+08  2.128000e+08  1.734000e+08   
Long Term Debt                    8.000000e+08  8.000000e+08  8.000000e+08   
Inventory                         9.380000e+07  9.670000e+07  8.990000e+07   
Accounts Payable                  3.800000e+06  2.105000e+08  1.898000e+08   

                                    2021-03-31  
Intangible Assets                 1.670000e+07  
Capital Surplus                   2.173200e+09  
Total Liab                        1.195600e+09  
Total Stockholder Equity          3.445400e+09  
Deferred Long Term Liab           8.700000e+06  
Other Current Liab                3.030000e+07  
Total Assets                      4.641000e+09  
Common Stock                      7.000000e+05  
Other Current Assets              4.970000e+07  
Retained Earnings                 3.867500e+09  
Other Liab                        9.320000e+07  
Good Will                         2.800000e+07  
Treasury Stock                   -2.596000e+09  
Other Assets                      3.500000e+08  
Cash                              8.323000e+08  
Total Current Liabilities         3.024000e+08  
Deferred Long Term Asset Charges  2.636000e+08  
Other Stockholder Equity         -1.680000e+07  
Property Plant Equipment          7.137000e+08  
Total Current Assets              2.014300e+09  
Long Term Investments             1.518300e+09  
Net Tangible Assets               3.400700e+09  
Short Term Investments            8.990000e+08  
Net Receivables                   1.411000e+08  
Long Term Debt                    8.000000e+08  
Inventory                         9.220000e+07  
Accounts Payable                  1.650000e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Investments                               -125200000.0 -220400000.0   
Change To Liabilities                      -34500000.0   19800000.0   
Total Cashflows From Investing Activities -195800000.0 -235900000.0   
Total Cash From Financing Activities         7500000.0   16600000.0   
Change To Operating Activities             -12600000.0  -18600000.0   
Issuance Of Stock                            7700000.0   16800000.0   
Net Income                                 112200000.0  162700000.0   
Change In Cash                             -13700000.0  -33700000.0   
Repurchase Of Stock                          -200000.0    -200000.0   
Total Cash From Operating Activities       174600000.0  185600000.0   
Depreciation                                12600000.0   12400000.0   
Change To Inventory                          -100000.0   -8200000.0   
Change To Account Receivables               14100000.0  -39300000.0   
Change To Netincome                         82900000.0   56800000.0   
Capital Expenditures                       -70600000.0  -23300000.0   
Other Cashflows From Investing Activities          NaN    7800000.0   

                                            2021-06-30  2021-03-31  
Investments                                -24800000.0   4300000.0  
Change To Liabilities                       27200000.0 -25000000.0  
Total Cashflows From Investing Activities  -48900000.0  -6300000.0  
Total Cash From Financing Activities        10600000.0  10100000.0  
Change To Operating Activities             -71500000.0 -10200000.0  
Issuance Of Stock                           10800000.0  20300000.0  
Net Income                                 172600000.0  28300000.0  
Change In Cash                             109900000.0  93600000.0  
Repurchase Of Stock                          -200000.0 -10200000.0  
Total Cash From Operating Activities       148200000.0  89800000.0  
Depreciation                                12400000.0  12500000.0  
Change To Inventory                          3000000.0  -2200000.0  
Change To Account Receivables              -32400000.0  16300000.0  
Change To Netincome                         36900000.0  70100000.0  
Capital Expenditures                       -16300000.0 -10600000.0  
Other Cashflows From Investing Activities   -7800000.0  -7800000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   379100000   28300000
2Q2021   446500000  172600000
3Q2021   444700000  162700000
4Q2021   415200000  112200000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                     82900000.0   79200000.0   74300000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       140500000.0  204400000.0  216500000.0   
Minority Interest                              None         None         None   
Net Income                              112200000.0  162700000.0  172600000.0   
Selling General Administrative          128500000.0  109100000.0  112800000.0   
Gross Profit                            380600000.0  417000000.0  409300000.0   
Ebit                                    169200000.0  228700000.0  222200000.0   
Operating Income                        169200000.0  228700000.0  222200000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -4700000.0   -4600000.0   -4700000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       28300000.0   41700000.0   43900000.0   
Total Revenue                           415200000.0  444700000.0  446500000.0   
Total Operating Expenses                246000000.0  216000000.0  224300000.0   
Cost Of Revenue                          34600000.0   27700000.0   37200000.0   
Total Other Income Expense Net          -28700000.0  -24300000.0   -5700000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          112200000.0  162700000.0  172600000.0   
Net Income Applicable To Common Shares  112200000.0  162700000.0  172600000.0   

                                         2021-03-31  
Research Development                    174800000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                        32500000.0  
Minority Interest                              None  
Net Income                               28300000.0  
Selling General Administrative          115700000.0  
Gross Profit                            356100000.0  
Ebit                                     65600000.0  
Operating Income                         65600000.0  
Other Operating Expenses                       None  
Interest Expense                         -4600000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        4200000.0  
Total Revenue                           379100000.0  
Total Operating Expenses                313500000.0  
Cost Of Revenue                          23000000.0  
Total Other Income Expense Net          -33100000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           28300000.0  
Net Income Applicable To Common Shares   28300000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0       Fidelity Series Intrinsic Opportunities Fund  1375000    2022-02-27   
1             Vanguard Total Stock Market Index Fund  1279074    2021-12-30   
2                        iShares Core S&P Midcap ETF  1250081    2022-01-30   
3                      Vanguard Small-Cap Index Fund  1014327    2021-12-30   
4                Vanguard Small Cap Value Index Fund   719085    2021-12-30   
5  Capitol Ser Tr-Fuller & Thaler Behavioral Smal...   622901    2022-03-30   
6                              Hartford Mid Cap Fund   612105    2022-01-30   
7                Vanguard Extended Market Index Fund   595370    2021-12-30   
8         Fidelity Select Portfolios - Biotechnology   423409    2022-02-27   
9                     SPDR S&P Mid Cap 400 ETF Trust   386544    2022-01-30   

    % Out      Value  
0  0.0304  228525000  
1  0.0282  276382309  
2  0.0276  252353851  
3  0.0224  219175778  
4  0.0159  155379886  
5  0.0138  111754668  
6  0.0135  123565636  
7  0.0131  128647549  
8  0.0093   70370575  
9  0.0085   78031637  ]
['options', ('2022-08-19',)]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      16.62
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                         False
socialPercentile                     0
peerCount                           83
governanceScore                   7.41
environmentPercentile                0
animalTesting                     True
tobacco                          False
totalEsg                         25.71
highestControversy                   1
esgPerformance                    None
coal                             False
pesticides                       False
adult                            False
percentile                       45.83
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  1.68
governancePercentile                 0
militaryContract                 False]
symbol: VIVO
sector: Healthcare
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
VIVO  0.340686        4.077       16.102         -0.426  100282000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
VIVO       0.32006  27.102802     33777248      0.60245    201148000   

     heldPercentInstitutions                industry   marketCap  \
VIVO                 1.05634  Diagnostics & Research  1261868288   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
VIVO          77299000          0.26983         0.0     1.06    3.830405   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
VIVO                     4.027411        0.1914      2.343        0.11974   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
VIVO        0.19218        -0.049           7.229  Healthcare   

     sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt  \
VIVO          43512700       6.49  72729000              1.67  55586000   

     totalRevenue trailingPE  
VIVO    313320000  17.901234  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	28.5	25.427799	27.012222	28.596646	26.44746	1.162243	24.122974	28.771947

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VIVO	0.591657	28.5	11730103.320312	0.878325	0.565494	0.431737

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 13.788280574159307 13.738014667029052
test cv mean error, stdev (10 folds): 15.089252592170117 13.747310526428125
sell date: 2022-09-23
expected return: 0.08928277295053302
discounted return: 0.0009101956065464822
quarter return: 1.0873025561489822

['quarterly_balance_sheet',                                    2021-12-31   2021-09-30   2021-06-30  \
Intangible Assets                  81658000.0   84151000.0   76744000.0   
Capital Surplus                   148623000.0  147403000.0  146304000.0   
Total Liab                        113421000.0  121420000.0  124414000.0   
Total Stockholder Equity          345219000.0  328302000.0  322156000.0   
Other Current Liab                  6631000.0    4486000.0    2644000.0   
Total Assets                      458640000.0  449722000.0  446570000.0   
Retained Earnings                 196041000.0  180701000.0  174044000.0   
Other Liab                          9946000.0   10128000.0   32990000.0   
Good Will                         114713000.0  114668000.0  115315000.0   
Treasury Stock                       555000.0     198000.0    1808000.0   
Other Assets                        9899000.0    9096000.0    8468000.0   
Cash                               72729000.0   49771000.0   70012000.0   
Total Current Liabilities          49946000.0   47157000.0   36702000.0   
Deferred Long Term Asset Charges    8813000.0    8731000.0    8073000.0   
Other Stockholder Equity             555000.0     198000.0    1808000.0   
Property Plant Equipment           48717000.0   49000000.0   51064000.0   
Total Current Assets              203653000.0  192807000.0  194979000.0   
Net Tangible Assets               148848000.0  129483000.0  130097000.0   
Net Receivables                    44300000.0   53568000.0   42258000.0   
Long Term Debt                     50000000.0   60203000.0   50245000.0   
Inventory                          74198000.0   76842000.0   71813000.0   
Accounts Payable                   16293000.0   11701000.0   13103000.0   

                                   2021-03-31  
Intangible Assets                  78834000.0  
Capital Surplus                   145338000.0  
Total Liab                        129696000.0  
Total Stockholder Equity          309473000.0  
Other Current Liab                 13406000.0  
Total Assets                      439169000.0  
Retained Earnings                 162375000.0  
Other Liab                         24577000.0  
Good Will                         115296000.0  
Treasury Stock                      1760000.0  
Other Assets                        8482000.0  
Cash                               63374000.0  
Total Current Liabilities          50310000.0  
Deferred Long Term Asset Charges    8017000.0  
Other Stockholder Equity            1760000.0  
Property Plant Equipment           48263000.0  
Total Current Assets              188294000.0  
Net Tangible Assets               115343000.0  
Net Receivables                    44895000.0  
Long Term Debt                     50254000.0  
Inventory                          72534000.0  
Accounts Payable                   16714000.0  ]
['quarterly_cashflow',                                            2021-12-31  2021-09-30  2021-06-30  \
Change To Liabilities                       1018000.0   8598000.0  -2329000.0   
Total Cashflows From Investing Activities  -1708000.0 -18990000.0  -4452000.0   
Net Borrowings                            -10000000.0   4703000.0   4703000.0   
Total Cash From Financing Activities      -11087000.0 -15184000.0     87000.0   
Change To Operating Activities               200000.0  -1746000.0  -3405000.0   
Issuance Of Stock                             80000.0    113000.0     87000.0   
Net Income                                 15340000.0   6657000.0  11669000.0   
Change In Cash                             22958000.0 -20241000.0   6638000.0   
Repurchase Of Stock                         -763000.0   -763000.0   -763000.0   
Effect Of Exchange Rate                      198000.0   -546000.0    108000.0   
Total Cash From Operating Activities       35555000.0  14479000.0  10895000.0   
Depreciation                                4183000.0   4104000.0   3747000.0   
Change To Inventory                         2093000.0   4031000.0    354000.0   
Change To Account Receivables               9424000.0 -10403000.0   2904000.0   
Other Cashflows From Financing Activities   -404000.0 -20000000.0 -20000000.0   
Change To Netincome                         2184000.0   1250000.0  -2426000.0   
Capital Expenditures                       -1708000.0  -1905000.0  -4452000.0   
Other Cashflows From Investing Activities         NaN   1500000.0   1500000.0   

                                           2021-03-31  
Change To Liabilities                       5903000.0  
Total Cashflows From Investing Activities  -9869000.0  
Net Borrowings                             -8824000.0  
Total Cash From Financing Activities       -5972000.0  
Change To Operating Activities             -1242000.0  
Issuance Of Stock                           2852000.0  
Net Income                                 26302000.0  
Change In Cash                               181000.0  
Repurchase Of Stock                         -763000.0  
Effect Of Exchange Rate                     -348000.0  
Total Cash From Operating Activities       16370000.0  
Depreciation                                3706000.0  
Change To Inventory                        -6244000.0  
Change To Account Receivables              -3491000.0  
Other Cashflows From Financing Activities -20000000.0  
Change To Netincome                        -1834000.0  
Capital Expenditures                       -9869000.0  
Other Cashflows From Investing Activities   1500000.0  ]
['quarterly_earnings',           Revenue  Earnings
Quarter                    
1Q2021   85264000  26302000
2Q2021   63511000  11669000
3Q2021   76204000   6657000
4Q2021   88341000  15340000]
['quarterly_financials',                                         2021-12-31  2021-09-30  2021-06-30  \
Research Development                     6194000.0   6112000.0   6083000.0   
Effect Of Accounting Charges                  None        None        None   
Income Before Tax                       19751000.0   7856000.0  15295000.0   
Minority Interest                             None        None        None   
Net Income                              15340000.0   6657000.0  11669000.0   
Selling General Administrative          22401000.0  19724000.0  18173000.0   
Gross Profit                            49159000.0  44717000.0  37111000.0   
Ebit                                    20564000.0  18881000.0  12855000.0   
Operating Income                        20564000.0  18881000.0  12855000.0   
Other Operating Expenses                      None        None        None   
Interest Expense                         -372000.0   -443000.0   -444000.0   
Extraordinary Items                           None        None        None   
Non Recurring                                 None        None        None   
Other Items                                   None        None        None   
Income Tax Expense                       4411000.0   1199000.0   3626000.0   
Total Revenue                           88341000.0  76204000.0  63511000.0   
Total Operating Expenses                67777000.0  57323000.0  50656000.0   
Cost Of Revenue                         39182000.0  31487000.0  26400000.0   
Total Other Income Expense Net           -813000.0 -11025000.0   2440000.0   
Discontinued Operations                       None        None        None   
Net Income From Continuing Ops          15340000.0   6657000.0  11669000.0   
Net Income Applicable To Common Shares  15340000.0   6657000.0  11669000.0   

                                        2021-03-31  
Research Development                     6065000.0  
Effect Of Accounting Charges                  None  
Income Before Tax                       33052000.0  
Minority Interest                             None  
Net Income                              26302000.0  
Selling General Administrative          19465000.0  
Gross Profit                            57772000.0  
Ebit                                    32242000.0  
Operating Income                        32242000.0  
Other Operating Expenses                      None  
Interest Expense                         -472000.0  
Extraordinary Items                           None  
Non Recurring                                 None  
Other Items                                   None  
Income Tax Expense                       6750000.0  
Total Revenue                           85264000.0  
Total Operating Expenses                53022000.0  
Cost Of Revenue                         27492000.0  
Total Other Income Expense Net            810000.0  
Discontinued Operations                       None  
Net Income From Continuing Ops          26302000.0  
Net Income Applicable To Common Shares  26302000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  3045012    2022-01-30   
1             Vanguard Total Stock Market Index Fund  1218909    2021-12-30   
2                        Harbor Small Cap Value Fund  1201935    2022-01-30   
3                      Vanguard Small-Cap Index Fund  1113802    2021-12-30   
4                           iShares Russell 2000 ETF   974817    2022-01-30   
5                                 Royce Premier Fund   819804    2021-12-30   
6                Vanguard Small Cap Value Index Fund   692500    2021-12-30   
7                Vanguard Extended Market Index Fund   594785    2021-12-30   
8                       Pennsylvania Mutual Fund Inc   505743    2021-12-30   
9  Capitol Ser Tr-Fuller & Thaler Behavioral Smal...   430303    2022-03-30   

    % Out     Value  
0  0.0699  63488500  
1  0.0280  24865743  
2  0.0276  25060344  
3  0.0256  22721560  
4  0.0224  20324934  
5  0.0188  16724001  
6  0.0159  14127000  
7  0.0136  12133614  
8  0.0116  10317157  
9  0.0099  11170665  ]
['options', ('2022-07-15',)]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 11962556.0546875
Sector 1YMF: 2.549999237060547
1YMF: 2.549999237060547
risk trend factor: 0.10821588524114191
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
ROCC  2.866152        0.497       80.978  323780000       0.45632  3.112757   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
ROCC    111158752       0.9232    508729000                 0.83058   

           industry  marketCap operatingCashflow operatingMargins payoutRatio  \
ROCC  Oil & Gas E&P  800399808         390172992          0.23271           0   

     pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
ROCC     0.13    2.546801                     1.128053       0.06175   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
ROCC      0.404        0.08139        0.19205         1.903           39.08   

      sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
ROCC  Energy          21163400        2.3   6358000               0.3   

      totalDebt totalRevenue trailingPE  
ROCC  525808992    709540992    16.0731  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	37.82	32.048974	43.306825	54.564677	37.893968	5.380754	27.132461	48.655476

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ROCC	1.213679	37.82	11962556.054688	0.666102	0.594188	0.577777

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 73.68165710134777 104.52540968608746
test cv mean error, stdev (10 folds): 78.01204671122699 108.682301709411
sell date: 2022-08-05
expected return: 0.08807474617027115
discounted return: 0.0018775347340991289
quarter return: 1.188356478413086

['options', ('2022-07-15', '2022-12-16')]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189274208.203125
Sector 1YMF: 3.6199951171875
1YMF: 3.6199951171875
risk trend factor: 0.1025203790799483
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.420588        1.335       45.371         1.92        0.0187   

          ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
COP  20018999296       0.42904  12.728205  10509124608      0.49156   

    grossProfits heldPercentInstitutions       industry     marketCap  \
COP  22936000000                 0.80521  Oil & Gas E&P  130945359872   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
COP       16995999744          0.27435      0.2348     0.54    2.968278   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
COP                     2.806373       0.17315      1.094        0.10439   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
COP        0.21471         1.771          35.237  Energy        1318950016   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
COP       1.79  6591000064             5.072  20600999936  46660001792   

    trailingPE  
COP   26.92704  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	93.739998	99.652102	112.199365	124.746628	104.044331	7.61028	88.82377	119.264892

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
COP	0.95084	93.739998	189274208.203125	0.685759	0.80861	0.48132

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 145.49388261770284 142.16777836233962
test cv mean error, stdev (10 folds): 159.0590347405473 142.1573870850255
sell date: 2022-09-23
expected return: 0.2061373413575409
discounted return: 0.001995850484111994
quarter return: 1.201337177154807

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            6.058100e+10  6.043100e+10  6.033700e+10   
Total Liab                 4.525500e+10  4.318900e+10  4.112700e+10   
Total Stockholder Equity   4.540600e+10  4.411500e+10  4.427600e+10   
Other Current Liab         4.390000e+09  3.763000e+09  2.094000e+09   
Total Assets               9.066100e+10  8.730400e+10  8.540300e+10   
Common Stock               2.100000e+07  2.100000e+07  2.100000e+07   
Other Current Assets       1.348000e+09  1.696000e+09  7.800000e+08   
Retained Earnings          4.067400e+10  3.830700e+10  3.711600e+10   
Other Liab                 1.402100e+10  1.399200e+10  1.417200e+10   
Treasury Stock            -5.587000e+10 -5.464400e+10 -5.319800e+10   
Other Assets               2.036000e+09  2.376000e+09  2.501000e+09   
Cash                       5.028000e+09  9.833000e+09  6.608000e+09   
Total Current Liabilities  1.202100e+10  1.044900e+10  8.150000e+09   
Short Long Term Debt       9.200000e+08  9.200000e+08  1.205000e+09   
Other Stockholder Equity  -4.950000e+09 -5.123000e+09 -4.920000e+09   
Property Plant Equipment   6.556000e+10  5.668900e+10  5.771700e+10   
Total Current Assets       1.605000e+10  2.018100e+10  1.717200e+10   
Long Term Investments      7.015000e+09  8.058000e+09  8.013000e+09   
Net Tangible Assets        4.540600e+10  4.411500e+10  4.427600e+10   
Short Term Investments     1.563000e+09  2.094000e+09  4.053000e+09   
Net Receivables            6.670000e+09  5.465000e+09  4.524000e+09   
Long Term Debt             1.775300e+10  1.789500e+10  1.793000e+10   
Inventory                  1.208000e+09  1.043000e+09  1.138000e+09   
Accounts Payable           5.025000e+09  4.131000e+09  3.613000e+09   

                             2021-03-31  
Capital Surplus            6.027800e+10  
Total Liab                 4.053800e+10  
Total Stockholder Equity   4.315500e+10  
Other Current Liab         1.180000e+09  
Total Assets               8.369300e+10  
Common Stock               2.100000e+07  
Other Current Assets       3.260000e+08  
Retained Earnings          3.560800e+10  
Other Liab                 1.401600e+10  
Treasury Stock            -5.275200e+10  
Other Assets               2.523000e+09  
Cash                       2.831000e+09  
Total Current Liabilities  7.184000e+09  
Short Long Term Debt       6.890000e+08  
Other Stockholder Equity  -5.080000e+09  
Property Plant Equipment   5.827000e+10  
Total Current Assets       1.461400e+10  
Long Term Investments      8.286000e+09  
Net Tangible Assets        4.315500e+10  
Short Term Investments     5.668000e+09  
Net Receivables            4.481000e+09  
Long Term Debt             1.846500e+10  
Inventory                  1.098000e+09  
Accounts Payable           3.779000e+09  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                2.450000e+08  1.544000e+09   
Change To Liabilities                      7.170000e+08  3.590000e+08   
Total Cashflows From Investing Activities -8.595000e+09  5.320000e+08   
Net Borrowings                            -1.420000e+08 -3.190000e+08   
Total Cash From Financing Activities      -2.031000e+09 -2.086000e+09   
Change To Operating Activities             1.510000e+08 -4.120000e+08   
Issuance Of Stock                          1.180000e+08  2.700000e+07   
Net Income                                 2.627000e+09  2.379000e+09   
Change In Cash                            -4.789000e+09  3.231000e+09   
Repurchase Of Stock                       -1.399000e+09 -1.243000e+09   
Effect Of Exchange Rate                   -3.100000e+07 -1.200000e+07   
Total Cash From Operating Activities       5.868000e+09  4.797000e+09   
Depreciation                               1.792000e+09  1.672000e+09   
Other Cashflows From Investing Activities  5.280000e+08 -3.420000e+08   
Dividends Paid                            -6.090000e+08 -5.790000e+08   
Change To Inventory                       -1.470000e+08  7.600000e+07   
Change To Account Receivables             -8.810000e+08 -8.250000e+08   
Other Cashflows From Financing Activities  1.000000e+06  2.800000e+07   
Change To Netincome                        1.076000e+09  4.400000e+07   
Capital Expenditures                      -1.557000e+09 -1.302000e+09   

                                             2021-06-30    2021-03-31  
Investments                                1.801000e+09 -4.990000e+08  
Change To Liabilities                     -1.010000e+08  4.240000e+08  
Total Cashflows From Investing Activities  7.340000e+08 -1.215000e+09  
Net Borrowings                            -1.800000e+07 -2.600000e+07  
Total Cash From Financing Activities      -1.203000e+09 -1.015000e+09  
Change To Operating Activities            -3.450000e+08 -4.300000e+07  
Issuance Of Stock                          2.700000e+07  2.700000e+07  
Net Income                                 2.091000e+09  9.820000e+08  
Change In Cash                             3.793000e+09 -1.520000e+08  
Repurchase Of Stock                       -6.060000e+08 -3.750000e+08  
Effect Of Exchange Rate                    1.100000e+07 -2.000000e+06  
Total Cash From Operating Activities       4.251000e+09  2.080000e+09  
Depreciation                               1.868000e+09  1.886000e+09  
Other Cashflows From Investing Activities  2.100000e+07  1.190000e+08  
Dividends Paid                            -5.830000e+08 -5.880000e+08  
Change To Inventory                       -3.800000e+07 -5.100000e+07  
Change To Account Receivables             -9.000000e+06 -7.850000e+08  
Other Cashflows From Financing Activities  4.000000e+06 -2.600000e+07  
Change To Netincome                        8.100000e+07 -7.730000e+08  
Capital Expenditures                      -1.248000e+09 -1.217000e+09  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
1Q2021    9948000000   982000000
2Q2021    9695000000  2091000000
3Q2021   11565000000  2379000000
4Q2021   15452000000  2627000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                        4336000000.0   3582000000.0   
Minority Interest                                None           None   
Net Income                               2627000000.0   2379000000.0   
Selling General Administrative            176000000.0    144000000.0   
Gross Profit                             7429000000.0   5997000000.0   
Ebit                                     4802000000.0   3659000000.0   
Operating Income                         4802000000.0   3659000000.0   
Other Operating Expenses                  534000000.0    457000000.0   
Interest Expense                         -219000000.0   -219000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                       1709000000.0   1203000000.0   
Total Revenue                           15452000000.0  11565000000.0   
Total Operating Expenses                10650000000.0   7906000000.0   
Cost Of Revenue                          8023000000.0   5568000000.0   
Total Other Income Expense Net           -466000000.0    -77000000.0   
Discontinued Operations                          None           None   
Net Income From Continuing Ops           2627000000.0   2379000000.0   
Net Income Applicable To Common Shares   2627000000.0   2379000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       3080000000.0  1714000000.0  
Minority Interest                               None          None  
Net Income                              2091000000.0   982000000.0  
Selling General Administrative           156000000.0   274000000.0  
Gross Profit                            5318000000.0  4138000000.0  
Ebit                                    2793000000.0  1483000000.0  
Operating Income                        2793000000.0  1483000000.0  
Other Operating Expenses                 445000000.0   415000000.0  
Interest Expense                        -220000000.0  -226000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       989000000.0   732000000.0  
Total Revenue                           9695000000.0  9948000000.0  
Total Operating Expenses                6902000000.0  8465000000.0  
Cost Of Revenue                         4377000000.0  5810000000.0  
Total Other Income Expense Net           287000000.0   231000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops          2091000000.0   982000000.0  
Net Income Applicable To Common Shares  2091000000.0   982000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  37482675    2021-12-30  0.0290   
1                 Vanguard 500 Index Fund  27932470    2021-12-30  0.0216   
2   Select Sector SPDR Fund-Energy Select  17578768    2022-01-30  0.0136   
3            JP Morgan Equity Income Fund  17507721    2021-12-30  0.0135   
4                American Mutual Fund Inc  14946383    2022-01-30  0.0116   
5                  Dodge & Cox Stock Fund  14316858    2021-12-30  0.0111   
6        Washington Mutual Investors Fund  14216422    2022-01-30  0.0110   
7                  SPDR S&P 500 ETF Trust  14014015    2022-01-30  0.0108   
8                 Fidelity 500 Index Fund  13507069    2022-02-27  0.0104   
9                iShares Core S&P 500 ETF  10969668    2022-01-30  0.0085   

        Value  
0  2705499481  
1  2016165684  
2  1557830420  
3  1263707301  
4  1324548461  
5  1033390810  
6  1259859317  
7  1241922009  
8  1281280565  
9   972131978  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.68
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                     0
militaryContract                     False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0093   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  7.040145   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82341  Oil & Gas E&P  54235242496   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.24    3.581064   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.869407       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY   8.651517  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	55.68	56.839295	65.607143	74.374991	61.382222	4.693201	51.995819	70.768625

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
OXY	1.190976	55.68	498984476.953125	0.71978	0.690434	0.542013

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 67.2199335142564 59.73887069816516
test cv mean error, stdev (10 folds): 72.47517004458985 60.18150322358262
sell date: 2022-09-23
expected return: 0.2292195081205397
discounted return: 0.002197937694615515
quarter return: 1.223833775092663

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: MGPI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2319158.7890625
Sector 1YMF: 1.1299972534179688
1YMF: 1.1299972534179688
risk trend factor: 0.07424422882968507
Empty DataFrame
Columns: []
Index: [MGPI]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	93.139999	89.504506	94.30381	99.103114	92.664127	3.996399	84.671329	100.656925

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MGPI	1.204144	93.139999	2319158.789062	0.847493	0.649088	0.471114

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 108.84843917416453 108.3305118279445
test cv mean error, stdev (10 folds): 117.69849398570712 109.76106597578858
sell date: 2022-09-23
expected return: 0.11175280862635055
discounted return: 0.0011276339901349353
quarter return: 1.109249742723615

symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 48684538.4765625
Sector 1YMF: 0.3000030517578125
1YMF: 0.3000030517578125
risk trend factor: 0.01246895603489608
          beta currentRatio debtToEquity dividendRate dividendYield  \
MTDR  3.830762        0.997       64.833          0.2        0.0039   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
MTDR          2.392  1377725952       0.67726  5.462322     29532376   

     grossMargins grossProfits heldPercentInstitutions       industry  \
MTDR      0.85318   1462239000                 0.94287  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MTDR  6336224768        1212914048          0.49636      0.0245     0.52   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MTDR      2.9893                     3.114766       0.35956      0.801   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
MTDR        0.15195        0.40598         0.966          17.345  Energy   

     sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
MTDR         118125000       5.18  63001000             0.533  1515442944   

     totalRevenue trailingPE  
MTDR   2034253952   8.754692  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	51.200001	48.705794	59.342064	69.978334	55.037619	5.24577	44.546078	65.52916

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTDR	0.702256	51.200001	48684538.476562	0.730363	0.888435	0.461062

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 50.844243106539096 41.03142415184708
test cv mean error, stdev (10 folds): 55.75034244572739 39.8392759564478
sell date: 2022-09-23
expected return: 0.17499017086465554
discounted return: 0.0017170019621004506
quarter return: 1.1709656182178443

['options', ('2022-07-15', '2023-01-20')]
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 11280458.3984375
Sector 1YMF: -4.769992828369141
1YMF: -4.769992828369141
risk trend factor: -0.16120284517848887
         beta currentRatio debtToEquity dividendRate dividendYield     ebitda  \
CIVI  1.69646        0.505       11.399         1.85        0.0308  910931008   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
CIVI       0.54408  4.294441    855249152      0.79951    731177000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
CIVI                 1.04414  Oil & Gas E&P  5316416512         764176000   

     operatingMargins payoutRatio pegRatio priceToBook  \
CIVI          0.26443      0.2792     0.33    1.146034   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
CIVI                     3.175374       0.16167      0.477        0.06714   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
CIVI        0.09524        10.028          31.498  Energy          84967504   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
CIVI       6.11  154348992             1.817  528631008   1674264960   

     trailingPE  
CIVI  12.464144  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	60.080002	60.574303	74.092381	87.610459	65.567778	7.658155	50.251469	80.884087

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CIVI	1.757641	60.080002	11280458.398438	0.651117	0.000393	0.470352

ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 57.0752795091749 43.09794821567233
test cv mean error, stdev (10 folds): 61.65999123044746 42.56713626878016
sell date: 2022-09-09
expected return: 0.06949281581118608
discounted return: 0.0008401593886389058
quarter return: 1.080325313530109

['options', ('2022-07-15', '2022-12-16')]
symbol: AZO
sector: Consumer Cyclical
Index: SP500
vol_30d_2yr: 4250866.015625
Sector 1YMF: -99.27978515625
1YMF: -99.27978515625
risk trend factor: -0.18868743102283064
         beta currentRatio earningsGrowth      ebitda ebitdaMargins  \
AZO  0.920588        0.768          0.494  3649718016       0.23391   

     forwardPE freeCashflow grossMargins grossProfits heldPercentInstitutions  \
AZO  17.398287   2616325632       0.5251   7717785000                 0.95098   

             industry    marketCap operatingCashflow operatingMargins  \
AZO  Specialty Retail  41931575296        3618441984           0.2068   

    payoutRatio pegRatio priceToSalesTrailing12Months profitMargins  \
AZO           0     1.23                     2.687377       0.15439   

    quickRatio returnOnAssets revenueGrowth revenuePerShare  \
AZO      0.089        0.14284         0.158          737.93   

                sector sharesOutstanding shortRatio  totalCash  \
AZO  Consumer Cyclical          20634400       2.33  280276992   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
AZO            14.121  8751360000  15603160064  19.812223  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	1992.550049	1816.773252	2002.902222	2189.031191	2042.225716	100.990553	1840.24461	2244.206822

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
AZO	1.078463	1992.550049	4250866.015625	0.768227	0.970995	0.404903

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 63137.29941524688 88854.70061714803
test cv mean error, stdev (10 folds): 68455.06438637295 91507.47459855951
sell date: 2022-09-16
expected return: 0.07854761293953862
discounted return: 0.0008695195745704876
quarter return: 1.0832448658542837

['quarterly_balance_sheet',                                     2022-02-12    2021-11-20    2021-08-28  \
Capital Surplus                   1.266015e+09  1.499557e+09  1.465669e+09   
Total Liab                        1.721595e+10  1.658570e+10  1.631374e+10   
Total Stockholder Equity         -3.137477e+09 -2.124750e+09 -1.797536e+09   
Other Current Liab                7.522000e+07  1.867520e+08  2.462660e+08   
Total Assets                      1.407847e+10  1.446095e+10  1.451620e+10   
Common Stock                      2.060000e+05  2.310000e+05  2.300000e+05   
Other Current Assets              1.866860e+08  1.849670e+08  1.797560e+08   
Retained Earnings                -2.730731e+09  1.354060e+08 -4.198290e+08   
Other Liab                        1.048866e+09  1.101864e+09  8.551970e+08   
Good Will                         3.026450e+08  3.026450e+08  3.026450e+08   
Treasury Stock                   -1.672967e+09 -3.759944e+09 -2.843606e+09   
Other Assets                      1.690910e+08  1.724980e+08  1.547370e+08   
Cash                              2.394230e+08  9.611250e+08  1.171335e+09   
Total Current Liabilities         7.684645e+09  8.087893e+09  7.369754e+09   
Deferred Long Term Asset Charges  4.073000e+07  4.016400e+07  4.104300e+07   
Other Stockholder Equity         -3.101630e+08 -3.243270e+08 -3.079860e+08   
Property Plant Equipment          7.622850e+09  7.575494e+09  7.575603e+09   
Total Current Assets              5.903770e+09  6.349146e+09  6.415303e+09   
Long Term Investments             8.011700e+07  6.116600e+07  6.791100e+07   
Net Tangible Assets              -3.440122e+09 -2.427395e+09 -2.100181e+09   
Short Term Investments            4.085400e+07  5.552000e+07  4.600700e+07   
Net Receivables                   4.055850e+08  3.792760e+08  3.783920e+08   
Long Term Debt                    5.840884e+09  4.771266e+09  5.269820e+09   
Inventory                         5.031222e+09  4.768258e+09  4.639813e+09   
Accounts Payable                  6.378606e+09  6.171344e+09  6.013924e+09   
Short Long Term Debt                       NaN  5.000000e+08           NaN   

                                    2021-05-08  
Capital Surplus                   1.381982e+09  
Total Liab                        1.590134e+10  
Total Stockholder Equity         -1.763392e+09  
Other Current Liab                9.426800e+07  
Total Assets                      1.413795e+10  
Common Stock                      2.290000e+05  
Other Current Assets              1.730250e+08  
Retained Earnings                -1.205600e+09  
Other Liab                        1.025687e+09  
Good Will                         3.026450e+08  
Treasury Stock                   -1.940003e+09  
Other Assets                      1.570380e+08  
Cash                              9.756460e+08  
Total Current Liabilities         7.013249e+09  
Deferred Long Term Asset Charges  3.036600e+07  
Other Stockholder Equity         -3.043820e+08  
Property Plant Equipment          7.377995e+09  
Total Current Assets              6.224396e+09  
Long Term Investments             7.587200e+07  
Net Tangible Assets              -2.066037e+09  
Short Term Investments            5.057900e+07  
Net Receivables                   3.596690e+08  
Long Term Debt                    5.267896e+09  
Inventory                         4.665477e+09  
Accounts Payable                  5.778222e+09  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                              2022-02-12   2021-11-20  \
Investments                               -2.606300e+07   -3317000.0   
Change To Liabilities                      1.895650e+08   89268000.0   
Total Cashflows From Investing Activities -1.203520e+08  -90961000.0   
Net Borrowings                             5.506870e+08  -13687000.0   
Total Cash From Financing Activities      -9.639540e+08 -895946000.0   
Change To Operating Activities            -6.434300e+07   29960000.0   
Issuance Of Stock                          4.535700e+07   21100000.0   
Net Income                                 4.717550e+08  555235000.0   
Change In Cash                            -7.217020e+08 -210210000.0   
Repurchase Of Stock                       -1.559998e+09 -899997000.0   
Effect Of Exchange Rate                    7.880000e+05   -1233000.0   
Total Cash From Operating Activities       3.618160e+08  777930000.0   
Depreciation                               9.969200e+07   99590000.0   
Change To Inventory                       -2.564710e+08 -136988000.0   
Change To Account Receivables             -2.580900e+07   -1576000.0   
Change To Netincome                        3.933000e+07   32391000.0   
Capital Expenditures                      -1.058740e+08 -102269000.0   
Other Cashflows From Financing Activities           NaN   -3362000.0   

                                             2021-08-28    2021-05-08  
Investments                               -2.580200e+07  3.616000e+06  
Change To Liabilities                      3.948540e+08  4.185180e+08  
Total Cashflows From Investing Activities -2.431150e+08 -1.302590e+08  
Net Borrowings                            -1.500900e+07 -2.657680e+08  
Total Cash From Financing Activities      -8.491750e+08 -1.110353e+09  
Change To Operating Activities            -1.403000e+07 -1.428200e+07  
Issuance Of Stock                          6.583300e+07  5.541400e+07  
Net Income                                 7.857710e+08  5.961640e+08  
Change In Cash                             1.956890e+08 -5.051800e+07  
Repurchase Of Stock                       -8.999990e+08 -8.999990e+08  
Effect Of Exchange Rate                   -2.170000e+05 -4.060000e+05  
Total Cash From Operating Activities       1.288196e+09  1.190500e+09  
Depreciation                               1.296390e+08  9.401700e+07  
Change To Inventory                        2.375400e+07  6.727100e+07  
Change To Account Receivables             -1.937400e+07 -7.656000e+06  
Change To Netincome                       -2.242800e+07  2.170200e+07  
Capital Expenditures                      -2.461140e+08 -1.350580e+08  
Other Cashflows From Financing Activities -3.362000e+06 -3.362000e+06  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   3651023000  596164000
3Q2021   4913484000  785771000
4Q2021   3668904000  555235000
1Q2022   3369750000  471755000]
['quarterly_financials',                                           2022-02-12    2021-11-20  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        584289000.0   711201000.0   
Minority Interest                               None          None   
Net Income                               471755000.0   555235000.0   
Selling General Administrative          1158466000.0  1170675000.0   
Gross Profit                            1785226000.0  1925160000.0   
Ebit                                     626760000.0   754485000.0   
Operating Income                         626760000.0   754485000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -42471000.0   -43284000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       112534000.0   155966000.0   
Total Revenue                           3369750000.0  3668904000.0   
Total Operating Expenses                2742990000.0  2914419000.0   
Cost Of Revenue                         1584524000.0  1743744000.0   
Total Other Income Expense Net           -42471000.0   -43284000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           471755000.0   555235000.0   
Net Income Applicable To Common Shares   471755000.0   555235000.0   

                                          2021-08-28    2021-05-08  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        985910000.0   758479000.0  
Minority Interest                               None          None  
Net Income                               785771000.0   596164000.0  
Selling General Administrative          1526809000.0  1111441000.0  
Gross Profit                            2567839000.0  1914946000.0  
Ebit                                    1041030000.0   803505000.0  
Operating Income                        1041030000.0   803505000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -63537000.0   -45026000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       200139000.0   162315000.0  
Total Revenue                           4913484000.0  3651023000.0  
Total Operating Expenses                3872454000.0  2847518000.0  
Cost Of Revenue                         2345645000.0  1736077000.0  
Total Other Income Expense Net           -55120000.0   -45026000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           785771000.0   596164000.0  
Net Income Applicable To Common Shares   785771000.0   596164000.0  ]
['mutualfund_holders',                                               Holder  Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  595909    2021-12-30   
1                     Fidelity Low-Priced Stock Fund  556308    2022-02-27   
2                            Vanguard 500 Index Fund  444098    2021-12-30   
3                    JP Morgan Large Cap Growth Fund  340914    2021-12-30   
4                        Vanguard Mid-Cap Index Fund  237061    2021-12-30   
5                             SPDR S&P 500 ETF Trust  222942    2022-01-30   
6                            Fidelity 500 Index Fund  214729    2022-02-27   
7  John Hancock Fds III-Disciplined Value Mid Cap Fd  191852    2021-12-30   
8                           iShares Core S&P 500 ETF  174421    2022-01-30   
9                         Vanguard Growth Index Fund  166427    2021-12-30   

    % Out       Value  
0  0.0300  1249257668  
1  0.0280  1036618764  
2  0.0224   931002606  
3  0.0172   714688700  
4  0.0119   496972309  
5  0.0112   442840841  
6  0.0108   400123871  
7  0.0097   402196614  
8  0.0088   346461153  
9  0.0084   348895898  ]
['options', ('2022-09-16', '2022-12-16')]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.17
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile               0
peerCount                     57
governanceScore             4.12
environmentPercentile          0
animalTesting              False
tobacco                    False
totalEsg                   11.34
highestControversy             2
esgPerformance          LAG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                  3.53
peerGroup              Retailing
smallArms                  False
environmentScore            0.05
governancePercentile           0
militaryContract           False]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 5753261.328125
Sector 1YMF: -10.839996337890625
1YMF: -10.839996337890625
risk trend factor: -0.23987606577725132
          beta currentRatio debtToEquity dividendRate dividendYield  \
MUSA  1.005392        1.137      277.763         1.24        0.0051   

     earningsGrowth     ebitda ebitdaMargins forwardPE freeCashflow  \
MUSA          0.958  828000000       0.05405      20.8    406662496   

     grossMargins grossProfits heldPercentInstitutions          industry  \
MUSA       0.0695   1064700000                 0.85711  Specialty Retail   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MUSA  5758241792         737400000          0.04001      0.0569     3.41   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MUSA    6.981385                     0.375894       0.02591      0.669   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
MUSA        0.11377        0.49884         0.766         584.464   

                 sector sharesOutstanding shortRatio  totalCash  \
MUSA  Consumer Cyclical          25633200       4.85  256400000   

     totalCashPerShare   totalDebt totalRevenue trailingPE  
MUSA            10.325  2242099968  15318800384  17.544518  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	219.949997	223.738215	240.378096	257.017977	230.259682	18.979918	192.299846	268.219518

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MUSA	1.334565	219.949997	5753261.328125	0.722226	0.983263	0.407464

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 715.3258063056979 661.0824664053292
test cv mean error, stdev (10 folds): 648.0064669201531 656.4161850798687
sell date: 2022-09-23
expected return: 0.09831618072052735
discounted return: 0.0009981388968265392
quarter return: 1.0961269148506856

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          1.407000e+08  1.411000e+08  1.412000e+08   
Capital Surplus            5.348000e+08  5.305000e+08  5.284000e+08   
Total Liab                 3.241000e+09  3.269500e+09  3.228200e+09   
Total Stockholder Equity   8.072000e+08  8.248000e+08  7.579000e+08   
Other Current Liab         3.200000e+07  8.600000e+06  1.200000e+07   
Total Assets               4.048200e+09  4.094300e+09  3.986100e+09   
Common Stock               5.000000e+05  5.000000e+05  5.000000e+05   
Other Current Assets       6.000000e+05  9.000000e+05  8.000000e+05   
Retained Earnings          2.112400e+09  2.011000e+09  1.913600e+09   
Other Liab                 3.567000e+08  3.494000e+08  3.535000e+08   
Good Will                  3.280000e+08  3.291000e+08  3.291000e+08   
Treasury Stock            -1.840500e+09 -1.717200e+09 -1.684600e+09   
Other Assets               1.410000e+07  1.340000e+07  1.290000e+07   
Cash                       2.564000e+08  3.013000e+08  1.650000e+08   
Total Current Liabilities  6.753000e+08  7.189000e+08  6.964000e+08   
Short Long Term Debt       4.000000e+06  4.000000e+06  4.000000e+06   
Other Stockholder Equity  -1.200000e+06 -1.300000e+06 -1.500000e+06   
Property Plant Equipment   2.797600e+09  2.784100e+09  2.738200e+09   
Total Current Assets       7.678000e+08  8.266000e+08  7.647000e+08   
Net Tangible Assets        3.385000e+08  3.546000e+08  2.876000e+08   
Net Receivables            1.957000e+08  2.084000e+08  2.602000e+08   
Long Term Debt             1.669500e+09  1.669600e+09  1.669600e+09   
Inventory                  2.923000e+08  2.893000e+08  3.117000e+08   
Accounts Payable           3.925000e+08  6.783000e+08  6.533000e+08   

                             2021-03-31  
Intangible Assets          1.413000e+08  
Capital Surplus            5.256000e+08  
Total Liab                 3.200000e+09  
Total Stockholder Equity   7.806000e+08  
Other Current Liab         2.340000e+07  
Total Assets               3.980600e+09  
Common Stock               5.000000e+05  
Other Current Assets       9.000000e+05  
Retained Earnings          1.791500e+09  
Other Liab                 3.459000e+08  
Good Will                  3.364000e+08  
Treasury Stock            -1.537000e+09  
Other Assets               1.250000e+07  
Cash                       3.041000e+08  
Total Current Liabilities  6.750000e+08  
Short Long Term Debt       3.000000e+06  
Other Stockholder Equity  -1.700000e+06  
Property Plant Equipment   2.697000e+09  
Total Current Assets       7.934000e+08  
Net Tangible Assets        3.029000e+08  
Net Receivables            1.821000e+08  
Long Term Debt             1.669600e+09  
Inventory                  2.830000e+08  
Accounts Payable           6.214000e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -34100000.0   22900000.0   
Total Cashflows From Investing Activities  -60500000.0  -75400000.0   
Net Borrowings                              -3800000.0   -3600000.0   
Total Cash From Financing Activities      -134800000.0  -44500000.0   
Change To Operating Activities               4500000.0    4500000.0   
Net Income                                 108800000.0  104000000.0   
Change In Cash                             -44900000.0  136300000.0   
Repurchase Of Stock                       -123500000.0  -33200000.0   
Total Cash From Operating Activities       150400000.0  256200000.0   
Depreciation                                55700000.0   53800000.0   
Other Cashflows From Investing Activities     200000.0    -800000.0   
Dividends Paid                              -7400000.0   -6400000.0   
Change To Inventory                         -3900000.0   23300000.0   
Change To Account Receivables               12600000.0   51900000.0   
Other Cashflows From Financing Activities    -100000.0   -1300000.0   
Change To Netincome                         15300000.0    3500000.0   
Capital Expenditures                       -63100000.0  -74800000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                       32500000.0   81600000.0  
Total Cashflows From Investing Activities  -82000000.0 -696300000.0  
Net Borrowings                              -2500000.0  678400000.0  
Total Cash From Financing Activities      -158100000.0  607000000.0  
Change To Operating Activities              -4800000.0   -3300000.0  
Net Income                                 128800000.0   55300000.0  
Change In Cash                            -139100000.0  140500000.0  
Repurchase Of Stock                       -148300000.0  -50000000.0  
Total Cash From Operating Activities       101000000.0  229800000.0  
Depreciation                                54000000.0   51600000.0  
Other Cashflows From Investing Activities    -300000.0    -900000.0  
Dividends Paid                              -6700000.0   -6800000.0  
Change To Inventory                        -28800000.0   20500000.0  
Change To Account Receivables              -78100000.0   -5300000.0  
Other Cashflows From Financing Activities    -600000.0  -14600000.0  
Change To Netincome                          8900000.0   14900000.0  
Capital Expenditures                       -83200000.0  -53600000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   3067500000   55300000
2Q2021   3931600000  128800000
3Q2021   4079500000  104000000
4Q2021   4240200000  108800000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        140900000.0   137700000.0   
Minority Interest                               None          None   
Net Income                               108800000.0   104000000.0   
Selling General Administrative            65300000.0    58800000.0   
Gross Profit                             281500000.0   271300000.0   
Ebit                                     160500000.0   158700000.0   
Operating Income                         160500000.0   158700000.0   
Other Operating Expenses                    600000.0      600000.0   
Interest Expense                         -20200000.0   -20500000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        32100000.0    33700000.0   
Total Revenue                           4240200000.0  4079500000.0   
Total Operating Expenses                4079700000.0  3920800000.0   
Cost Of Revenue                         3958700000.0  3808200000.0   
Total Other Income Expense Net           -19600000.0   -21000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           108800000.0   104000000.0   
Net Income Applicable To Common Shares   108800000.0   104000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        170000000.0    73300000.0  
Minority Interest                               None          None  
Net Income                               128800000.0    55300000.0  
Selling General Administrative            59400000.0    53200000.0  
Gross Profit                             303900000.0   208000000.0  
Ebit                                     190500000.0   103200000.0  
Operating Income                         190500000.0   103200000.0  
Other Operating Expenses                    700000.0      600000.0  
Interest Expense                         -20400000.0   -21300000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        41200000.0    18000000.0  
Total Revenue                           3931600000.0  3067500000.0  
Total Operating Expenses                3741100000.0  2964300000.0  
Cost Of Revenue                         3627700000.0  2859500000.0  
Total Other Income Expense Net           -20500000.0   -29900000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           128800000.0    55300000.0  
Net Income Applicable To Common Shares   128800000.0    55300000.0  ]
['mutualfund_holders',                                               Holder  Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  692307    2021-12-30   
1                        iShares Core S&P Midcap ETF  653145    2022-01-30   
2                      Vanguard Small-Cap Index Fund  612444    2021-12-30   
3                           iShares Russell 2000 ETF  550694    2022-01-30   
4                     JP Morgan Value Advantage Fund  460219    2021-12-30   
5  Capitol Ser Tr-Fuller & Thaler Behavioral Smal...  405977    2022-03-30   
6                Vanguard Small Cap Value Index Fund  388794    2021-12-30   
7  Victory Portfolios-Sycamore Small Company Oppo...  350000    2022-01-30   
8                Vanguard Extended Market Index Fund  307708    2021-12-30   
9                     SPDR S&P Mid Cap 400 ETF Trust  202377    2022-01-30   

    % Out      Value  
0  0.0286  137935246  
1  0.0270  128447495  
2  0.0253  122023342  
3  0.0228  108299482  
4  0.0190   91694033  
5  0.0168   81179160  
6  0.0161   77463316  
7  0.0145   68831000  
8  0.0127   61307741  
9  0.0084   39799460  ]
['options', ('2022-07-15', '2022-11-18')]
symbol: UFCS
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1723938.8671875
Sector 1YMF: -1.0800018310546875
1YMF: -1.0800018310546875
risk trend factor: -0.24161108190588027
Empty DataFrame
Columns: []
Index: [UFCS]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.57	29.682972	31.6	33.517028	30.725873	1.016477	28.69292	32.758826

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
UFCS	1.187165	32.57	1723938.867188	0.782015	0.585692	0.498098

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 13.341413763268706 9.201685358755636
test cv mean error, stdev (10 folds): 14.539987946812818 8.79407392523654
sell date: 2022-09-23
expected return: 0.004270590798796844
discounted return: 4.533610962176304e-05
quarter return: 1.0041795375476605

['options', ('2022-08-19',)]
symbol: CVBF
sector: Financial Services
Index: SP600
vol_30d_2yr: 12635628.7109375
Sector 1YMF: -0.7200050354003906
1YMF: -0.7200050354003906
risk trend factor: -0.30769443950852354
          beta dividendRate dividendYield earningsGrowth ebitdaMargins  \
CVBF  0.377941         0.72        0.0305          -0.34             0   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
CVBF  17.342657            0    483535000                 0.72487   

            industry   marketCap operatingMargins payoutRatio pegRatio  \
CVBF  Banks—Regional  3360945408          0.60509      0.5143     1.53   

     priceToBook priceToSalesTrailing12Months profitMargins returnOnAssets  \
CVBF    1.628365                      7.12847       0.41187        0.01199   

     returnOnEquity revenueGrowth revenuePerShare              sector  \
CVBF        0.09482        -0.091           3.428  Financial Services   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
CVBF         135522000       3.87  1659897984             11.72  598908992   

     totalRevenue trailingPE  
CVBF    471481984  15.696201  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	24.129999	23.52193	24.381429	25.240927	23.736508	0.654089	22.428329	25.044686

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CVBF	1.598852	24.129999	12635628.710938	0.887047	0.313254	0.312157

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 3.1465213215891263 2.1783852199708105
test cv mean error, stdev (10 folds): 3.349576521481265 2.1831979398171715
sell date: 2022-09-23
expected return: 0.00014301552370514677
discounted return: 1.5213341142406023e-06
quarter return: 1.0001399724272713

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 2.731000e+07  2.539400e+07  2.728600e+07   
Total Liab                        1.546409e+10  1.380219e+10  1.413768e+10   
Total Stockholder Equity          2.075043e+09  2.081503e+09  2.063920e+09   
Total Assets                      1.753914e+10  1.588370e+10  1.620160e+10   
Common Stock                      2.221305e+09  1.209903e+09  1.208569e+09   
Other Liab                        1.194280e+08  9.571600e+07  8.888300e+07   
Good Will                         7.658220e+08  6.637070e+08  6.637070e+08   
Treasury Stock                   -1.462620e+08 -3.968000e+06  3.078000e+06   
Other Assets                      9.004589e+09  8.111415e+09  8.115782e+09   
Cash                              1.653039e+09  1.732548e+09  2.561363e+09   
Total Current Liabilities         1.534467e+10  1.369213e+10  1.402944e+10   
Other Stockholder Equity         -1.462620e+08 -3.968000e+06  3.078000e+06   
Property Plant Equipment          5.343500e+07  6.837000e+07  6.921500e+07   
Total Current Assets              1.659898e+09  1.822471e+09  2.671922e+09   
Long Term Investments             6.028083e+09  5.192340e+09  4.653686e+09   
Net Tangible Assets               1.281911e+09  1.392402e+09  1.372927e+09   
Short Term Investments            6.859000e+06  2.599900e+07  2.726000e+07   
Accounts Payable                  1.474576e+10  1.302678e+10  1.335197e+10   
Other Current Assets                       NaN  3.420400e+07  3.025300e+07   
Retained Earnings                          NaN  8.755680e+08  8.522730e+08   
Deferred Long Term Asset Charges           NaN  2.500100e+07           NaN   
Net Receivables                            NaN  7.602000e+06  3.687000e+07   

                                    2021-06-30  
Intangible Assets                 2.930000e+07  
Total Liab                        1.348421e+10  
Total Stockholder Equity          2.055074e+09  
Total Assets                      1.553929e+10  
Common Stock                      1.214882e+09  
Other Liab                        8.605700e+07  
Good Will                         6.637070e+08  
Treasury Stock                    1.325100e+07  
Other Assets                      8.337049e+09  
Cash                              2.331865e+09  
Total Current Liabilities         1.337953e+10  
Other Stockholder Equity          1.325100e+07  
Property Plant Equipment          7.021800e+07  
Total Current Assets              2.452381e+09  
Long Term Investments             3.986633e+09  
Net Tangible Assets               1.362067e+09  
Short Term Investments            2.625800e+07  
Accounts Payable                  1.277949e+10  
Other Current Assets              3.512400e+07  
Retained Earnings                 8.269410e+08  
Deferred Long Term Asset Charges           NaN  
Net Receivables                   4.071000e+07  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                 45560000.0   47696000.0   
Change To Liabilities                             0.0          0.0   
Investments                                       NaN -862160000.0   
Total Cashflows From Investing Activities         NaN -894601000.0   
Net Borrowings                                    NaN  -14910000.0   
Total Cash From Financing Activities              NaN    7124000.0   
Change To Operating Activities                    NaN    2916000.0   
Issuance Of Stock                                 NaN     291000.0   
Change In Cash                                    NaN -828815000.0   
Repurchase Of Stock                               NaN     -91000.0   
Total Cash From Operating Activities              NaN   58662000.0   
Depreciation                                      NaN     717000.0   
Other Cashflows From Investing Activities         NaN    1293000.0   
Dividends Paid                                    NaN  -24392000.0   
Other Cashflows From Financing Activities         NaN   46226000.0   
Change To Netincome                               NaN    7333000.0   
Capital Expenditures                              NaN   -2399000.0   

                                            2021-09-30   2021-06-30  
Net Income                                  49753000.0   51179000.0  
Change To Liabilities                              0.0          0.0  
Investments                               -378753000.0  -38963000.0  
Total Cashflows From Investing Activities -146757000.0  175741000.0  
Net Borrowings                              81372000.0   41087000.0  
Total Cash From Financing Activities       310374000.0  607064000.0  
Change To Operating Activities              15390000.0  -29432000.0  
Issuance Of Stock                              22000.0      73000.0  
Change In Cash                             229498000.0  806566000.0  
Repurchase Of Stock                         -7712000.0     -32000.0  
Total Cash From Operating Activities        65881000.0   23761000.0  
Depreciation                                -2305000.0   -1312000.0  
Other Cashflows From Investing Activities    1293000.0  -18941000.0  
Dividends Paid                             -24467000.0  -24466000.0  
Other Cashflows From Financing Activities  261159000.0  590402000.0  
Change To Netincome                          3043000.0    3326000.0  
Capital Expenditures                           21000.0   -1637000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   121724000  51179000
3Q2021   117782000  49753000
4Q2021   110880000  47696000
1Q2022   121096000  45560000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        63366000.0   66800000.0   69683000.0   
Minority Interest                              None         None         None   
Net Income                               45560000.0   47696000.0   49753000.0   
Selling General Administrative           45525000.0   40640000.0   40366000.0   
Gross Profit                            121096000.0  110880000.0  117782000.0   
Ebit                                            0.0          0.0          0.0   
Operating Income                         70494000.0   64945000.0   72506000.0   
Other Operating Expenses                  5077000.0    5295000.0    4910000.0   
Interest Expense                               None         None         None   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       17806000.0   19104000.0   19930000.0   
Total Revenue                           121096000.0  110880000.0  117782000.0   
Total Operating Expenses                 50602000.0   45935000.0   45276000.0   
Cost Of Revenue                                 0.0          0.0          0.0   
Total Other Income Expense Net           -7128000.0    1855000.0   -2823000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           45560000.0   47696000.0   49753000.0   
Net Income Applicable To Common Shares   45560000.0   47499000.0   49526000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        71679000.0  
Minority Interest                              None  
Net Income                               51179000.0  
Selling General Administrative           40489000.0  
Gross Profit                            121724000.0  
Ebit                                            0.0  
Operating Income                         77346000.0  
Other Operating Expenses                  3889000.0  
Interest Expense                               None  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       20500000.0  
Total Revenue                           121724000.0  
Total Operating Expenses                 44378000.0  
Cost Of Revenue                                 0.0  
Total Other Income Expense Net           -5667000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           51179000.0  
Net Income Applicable To Common Shares   50942000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  8960862    2022-01-30   
1                    Neuberger & Berman Genesis Fund  3665105    2022-02-27   
2             Vanguard Total Stock Market Index Fund  3663017    2021-12-30   
3                      Vanguard Small-Cap Index Fund  3240182    2021-12-30   
4                           iShares Russell 2000 ETF  3000907    2022-01-30   
5                 iShares S&P Smallcap 600 Value ETF  2118512    2022-01-30   
6                Vanguard Small Cap Value Index Fund  2055670    2021-12-30   
7             Allspring Special Small Cap Value Fund  1855074    2022-02-27   
8                Vanguard Extended Market Index Fund  1718314    2021-12-30   
9  Advisors Inner Circle Fund II-Champlain Small ...  1500000    2021-12-30   

    % Out      Value  
0  0.0635  197407789  
1  0.0260   86423175  
2  0.0260   78425193  
3  0.0230   69372296  
4  0.0213   66109981  
5  0.0150   46670819  
6  0.0146   44011894  
7  0.0132   43742644  
8  0.0122   36789102  
9  0.0106   32115000  ]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 97142371.875
Sector 1YMF: -13.280006408691406
1YMF: -13.280006408691406
risk trend factor: -0.3089810463346336
         beta currentRatio debtToEquity dividendRate dividendYield  \
EOG  1.658348        1.354       24.707            3        0.0269   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
EOG         -0.422  9639999488       0.42867  7.694572   3687624960   

    grossMargins grossProfits heldPercentInstitutions       industry  \
EOG      0.67685  13034000000                 0.89124  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
EOG  68909137920        7749000192          0.25347       0.265     0.57   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
EOG    3.198836                     3.064263       0.19464      1.153   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
EOG        0.09594        0.20694         0.667          38.672  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
EOG         585713024       1.67  4008999936             6.845  5321999872   

    totalRevenue trailingPE  
EOG  22488000512  15.697132  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	111.669998	115.8097	133.177117	150.544535	123.426847	8.610863	106.205121	140.648573

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
EOG	0.966433	111.669998	97142371.875	0.688961	0.620184	0.481502

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 252.47715488882207 189.7097259594941
test cv mean error, stdev (10 folds): 274.7142654638688 184.79550368446084
sell date: 2022-06-24
expected return: 2.406129058025341e-05
discounted return: 8.020365867000834e-06
quarter return: 1.0007381429943254

['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.13
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.73
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.25
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.37
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     20.39
governancePercentile                  None
militaryContract                     False]
symbol: CYTK
sector: Healthcare
Index: SP600
vol_30d_2yr: 23676993.75
Sector 1YMF: -4.1999969482421875
1YMF: -4.1999969482421875
risk trend factor: -0.3733330620659722
         beta currentRatio debtToEquity      ebitda ebitdaMargins forwardPE  \
CYTK  1.22366        9.328      279.088  -220479008             0 -9.596244   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CYTK   -149753248     -1.68057    -89510000                 1.14096   

           industry   marketCap operatingCashflow operatingMargins  \
CYTK  Biotechnology  3501462016        -139814000         -3.43789   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
CYTK           0     -0.6   30.080944                     53.84545   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
CYTK             0      9.201       -0.19497       -2.79897        -0.825   

     revenuePerShare      sector sharesOutstanding shortRatio  totalCash  \
CYTK           0.809  Healthcare          85652200       9.63  608974016   

     totalCashPerShare  totalDebt totalRevenue  
CYTK              7.11  324471008     65028000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	40.580002	37.816359	39.913492	42.010626	39.092064	2.21228	34.667503	43.516624

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CYTK	0.618546	40.580002	23676993.75	0.779452	0.984005	0.353422

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 24.198114096778138 21.54399713821928
test cv mean error, stdev (10 folds): 25.432198910013973 22.22173663129422
sell date: 2022-09-23
expected return: -0.001545210977896332
discounted return: -1.6450992847194534e-05
quarter return: 0.9984876409779567

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: ULTA
sector: Consumer Cyclical
Index: SP500
vol_30d_2yr: 17968125.78125
Sector 1YMF: -40.080047607421875
1YMF: -40.080047607421875
risk trend factor: -0.40616171652986643
         beta currentRatio debtToEquity earningsGrowth      ebitda  \
ULTA  1.65196        1.464      120.281          0.789  1561005056   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
ULTA       0.18086  22.416761    763609024      0.43536   3757531000   

     heldPercentInstitutions          industry    marketCap operatingCashflow  \
ULTA                 0.92322  Specialty Retail  21716271104        1059265024   

     operatingMargins payoutRatio pegRatio priceToBook  \
ULTA          0.14987           0     0.46   10.940372   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
ULTA                      2.51611       0.11422      0.427        0.16407   

     returnOnEquity revenueGrowth revenuePerShare             sector  \
ULTA        0.55777         0.241         158.417  Consumer Cyclical   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
ULTA          54120200       1.74  431560000             8.247  1846755968   

     totalRevenue trailingPE  
ULTA   8630889472   25.71685  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	395.829987	334.79461	392.247617	449.700624	397.276032	20.780001	355.716031	438.836034

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ULTA	1.308411	395.829987	17968125.78125	0.830576	0.517356	0.398236

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 2384.3378388856313 3651.6916832915776
test cv mean error, stdev (10 folds): 2511.0624246859807 3806.7948510123306
sell date: 2022-06-24
expected return: 0.0018819646540376282
discounted return: 0.0006269284299538214
quarter return: 1.0593540581813732

['quarterly_balance_sheet',                              2022-01-29    2021-10-30    2021-07-31  \
Intangible Assets          1.538000e+06  1.770000e+06  2.001000e+06   
Capital Surplus            9.349450e+08  9.158140e+08  8.892060e+08   
Total Liab                 3.229006e+09  3.300967e+09  3.074772e+09   
Total Stockholder Equity   1.535373e+09  1.986800e+09  1.879813e+09   
Deferred Long Term Liab    2.259600e+07           NaN           NaN   
Other Current Liab         3.663650e+08  2.726280e+08  3.093070e+08   
Total Assets               4.764379e+09  5.287767e+09  4.954585e+09   
Common Stock               5.300000e+05  5.490000e+05  5.510000e+05   
Other Current Assets       5.909000e+06  3.750100e+07  1.854400e+07   
Retained Earnings          6.533760e+08  1.123749e+09  1.034831e+09   
Other Liab                 9.835800e+07  1.109300e+08  1.077000e+08   
Good Will                  1.087000e+07  1.087000e+07  1.087000e+07   
Treasury Stock            -5.347800e+07 -5.331200e+07 -4.477500e+07   
Other Assets               7.138500e+07  6.542100e+07  6.396100e+07   
Cash                       4.315600e+08  6.050530e+08  7.701440e+08   
Total Current Liabilities  1.558010e+09  1.624116e+09  1.381533e+09   
Property Plant Equipment   2.396732e+09  2.373198e+09  2.379673e+09   
Total Current Assets       2.281183e+09  2.833693e+09  2.494934e+09   
Long Term Investments      2.671000e+06  2.815000e+06  3.146000e+06   
Net Tangible Assets        1.522965e+09  1.974160e+09  1.866942e+09   
Net Receivables            2.336820e+08  1.692120e+08  1.544160e+08   
Inventory                  1.499218e+09  1.916343e+09  1.443685e+09   
Accounts Payable           5.527300e+08  7.474510e+08  5.352570e+08   

                             2021-05-01  
Intangible Assets          2.233000e+06  
Capital Surplus            8.613120e+08  
Total Liab                 3.242827e+09  
Total Stockholder Equity   1.844717e+09  
Deferred Long Term Liab             NaN  
Other Current Liab         4.278950e+08  
Total Assets               5.087544e+09  
Common Stock               5.580000e+05  
Other Current Assets                NaN  
Retained Earnings          1.027414e+09  
Other Liab                 1.067550e+08  
Good Will                  1.087000e+07  
Treasury Stock            -4.456700e+07  
Other Assets               5.938200e+07  
Cash                       9.474560e+08  
Total Current Liabilities  1.522763e+09  
Property Plant Equipment   2.448056e+09  
Total Current Assets       2.563756e+09  
Long Term Investments      3.247000e+06  
Net Tangible Assets        1.831614e+09  
Net Receivables            1.543420e+08  
Inventory                  1.353565e+09  
Accounts Payable           5.528370e+08  ]
['quarterly_cashflow',                                             2022-01-29   2021-10-30  \
Investments                                 -4297000.0   -4297000.0   
Change To Liabilities                     -118997000.0  213910000.0   
Total Cashflows From Investing Activities  -68066000.0  -51113000.0   
Total Cash From Financing Activities      -749835000.0 -127422000.0   
Change To Operating Activities             -40398000.0  -66507000.0   
Issuance Of Stock                           10089000.0    7489000.0   
Net Income                                 289366000.0  215289000.0   
Change In Cash                            -173493000.0 -165091000.0   
Repurchase Of Stock                       -759924000.0 -134911000.0   
Total Cash From Operating Activities       644408000.0   13444000.0   
Depreciation                                62800000.0   65157000.0   
Change To Inventory                        417125000.0 -472658000.0   
Change To Account Receivables              -64470000.0  -14796000.0   
Change To Netincome                         53681000.0   92002000.0   
Capital Expenditures                       -63769000.0  -51113000.0   
Effect Of Exchange Rate                            NaN          NaN   

                                            2021-07-31   2021-05-01  
Investments                                 -4297000.0   -4297000.0  
Change To Liabilities                      -21848000.0   72287000.0  
Total Cashflows From Investing Activities  -22742000.0  -34563000.0  
Total Cash From Financing Activities      -225916000.0 -394043000.0  
Change To Operating Activities             -81403000.0  -48028000.0  
Issuance Of Stock                           17776000.0    5032000.0  
Net Income                                 250893000.0  230289000.0  
Change In Cash                            -177312000.0  -98595000.0  
Repurchase Of Stock                       -243692000.0 -399075000.0  
Total Cash From Operating Activities        71346000.0  330067000.0  
Depreciation                                68978000.0   70599000.0  
Change To Inventory                        -90120000.0 -185350000.0  
Change To Account Receivables                 -74000.0   38767000.0  
Change To Netincome                         77425000.0   80072000.0  
Capital Expenditures                       -22742000.0  -34563000.0  
Effect Of Exchange Rate                            NaN     -56000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   1938519000  230289000
3Q2021   1967207000  250893000
4Q2021   1995775000  215289000
1Q2022   2729388000  289366000]
['quarterly_financials',                                           2022-01-29    2021-10-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        375155000.0   283826000.0   
Minority Interest                               None          None   
Net Income                               289366000.0   215289000.0   
Selling General Administrative          1038945000.0   504037000.0   
Gross Profit                            1416306000.0   789474000.0   
Ebit                                     375622000.0   283605000.0   
Operating Income                         375622000.0   283605000.0   
Other Operating Expenses                        None          None   
Interest Expense                           -467000.0     -413000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        85789000.0    68537000.0   
Total Revenue                           2729388000.0  1995775000.0   
Total Operating Expenses                2353766000.0  1712170000.0   
Cost Of Revenue                         1313082000.0  1206301000.0   
Total Other Income Expense Net             -467000.0      221000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           289366000.0   215289000.0   
Net Income Applicable To Common Shares   289366000.0   215289000.0   

                                          2021-07-31    2021-05-01  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        331882000.0   304966000.0  
Minority Interest                               None          None  
Net Income                               250893000.0   230289000.0  
Selling General Administrative           465347000.0   446214000.0  
Gross Profit                             797963000.0   753788000.0  
Ebit                                     331259000.0   302985000.0  
Operating Income                         331259000.0   302985000.0  
Other Operating Expenses                        None          None  
Interest Expense                           -425000.0     -358000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        80989000.0    74677000.0  
Total Revenue                           1967207000.0  1938519000.0  
Total Operating Expenses                1635948000.0  1635534000.0  
Cost Of Revenue                         1169244000.0  1184731000.0  
Total Other Income Expense Net              623000.0     1981000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           250893000.0   230289000.0  
Net Income Applicable To Common Shares   250893000.0   230289000.0  ]
['mutualfund_holders',                                        Holder   Shares Date Reported   % Out  \
0      Vanguard Total Stock Market Index Fund  1544846    2021-12-30  0.0296   
1                 Vanguard Mid-Cap Index Fund  1229135    2021-12-30  0.0235   
2                     Vanguard 500 Index Fund  1151274    2021-12-30  0.0220   
3                      SPDR S&P 500 ETF Trust   580910    2022-01-30  0.0111   
4  Legg Mason Clearbridge Large Cap Growth Fd   569422    2022-02-27  0.0109   
5                     Fidelity 500 Index Fund   556669    2022-02-27  0.0107   
6     Eaton Vance Atlanta Capital SMID-Cap Fd   537510    2021-12-30  0.0103   
7                     MFS Mid Cap Growth Fund   463397    2022-02-27  0.0089   
8                    iShares Core S&P 500 ETF   447715    2022-01-30  0.0086   
9                  Vanguard Growth Index Fund   431505    2021-12-30  0.0083   

       Value  
0  637001799  
1  506821525  
2  474716321  
3  211300203  
4  213248539  
5  208472540  
6  221636873  
7  173542176  
8  162851854  
9  177926771  ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.23
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile               0
peerCount                     57
governanceScore             5.01
environmentPercentile          0
animalTesting              False
tobacco                    False
totalEsg                   16.07
highestControversy             2
esgPerformance          LAG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 12.44
peerGroup              Retailing
smallArms                  False
environmentScore            3.83
governancePercentile           0
militaryContract           False]
symbol: EQT
sector: Energy
Index: SP400
vol_30d_2yr: 138427084.1796875
Sector 1YMF: -6.420003890991211
1YMF: -6.420003890991211
risk trend factor: -0.4065866699651676
         beta currentRatio debtToEquity dividendRate dividendYield  \
EQT  0.947822        0.398       61.543          0.5         0.013   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
EQT  -1089323008      -0.13465  5.869218   2408109568        0.734   

    grossProfits heldPercentInstitutions       industry    marketCap  \
EQT   4672261000                 0.96148  Oil & Gas E&P  13598924800   

    operatingCashflow operatingMargins pegRatio priceToBook  \
EQT        2283751936          -0.3565     0.23    1.658629   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
EQT                     1.680979      -0.32564      0.162       -0.09046   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
EQT        -0.3018         1.206          23.313  Energy         369536000   

    shortRatio totalCash totalCashPerShare   totalDebt totalRevenue  
EQT       2.55  16913000             0.046  5050277888   8089885184  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	35.939999	37.757538	45.406984	53.05643	40.584762	5.367299	29.850164	51.31936

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
EQT	1.286201	35.939999	138427084.179688	0.637252	0.584446	0.494719

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 30.03174851094026 49.88330858570821
test cv mean error, stdev (10 folds): 32.88875485041887 51.452814793162084
sell date: 2022-07-22
expected return: 0.16419553707542073
discounted return: 0.004916249238700265
quarter return: 1.5701745055098832

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.21
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.64
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             37.38
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           83.58
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     19.53
governancePercentile                  None
militaryContract                     False]
symbol: PTEN
sector: Energy
Index: SP600
vol_30d_2yr: 69871969.140625
Sector 1YMF: -2.760000228881836
1YMF: -2.760000228881836
risk trend factor: -0.41071430345376264
          beta debtToEquity dividendRate dividendYield     ebitda  \
PTEN  2.627941       54.509         0.16        0.0106  276845504   

     ebitdaMargins  forwardPE grossMargins grossProfits  \
PTEN       0.17031 -20.246914      0.21108    275133000   

     heldPercentInstitutions            industry   marketCap operatingMargins  \
PTEN                 0.95024  Oil & Gas Drilling  3527836672         -0.18594   

     pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
PTEN     2.03    1.796669                     2.170273       -0.3549   

     revenueGrowth revenuePerShare  sector sharesOutstanding shortRatio  \
PTEN         1.114            8.05  Energy         215112000       2.94   

      totalCash totalCashPerShare  totalDebt totalRevenue  
PTEN  117524000             0.546  877321984   1625527040  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	15.24	15.042063	17.914127	20.786191	16.707143	1.496207	13.714728	19.699558

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PTEN	1.071603	15.24	69871969.140625	0.70854	0.193969	0.465514

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 5.1905371059767305 4.645520582620765
test cv mean error, stdev (10 folds): 5.6024699947924015 4.676791397185186
sell date: 2022-08-26
expected return: 0.35442623689479164
discounted return: 0.0046072159340382335
quarter return: 1.5263670556924753

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Stockholder Equity          1.609487e+09  1.609487e+09  1.725645e+09   
Net Tangible Assets               1.601950e+09  1.601950e+09  1.704593e+09   
Intangible Assets                          NaN  7.537000e+06  2.105200e+07   
Capital Surplus                            NaN  3.171536e+09  2.919090e+09   
Total Liab                                 NaN  1.348361e+09  1.291818e+09   
Other Current Liab                         NaN  6.839800e+07  7.884000e+06   
Total Assets                               NaN  2.957848e+09  3.017463e+09   
Common Stock                               NaN  2.993000e+06  2.729000e+06   
Other Current Assets                       NaN  6.762000e+07  5.407400e+07   
Retained Earnings                          NaN -1.983160e+08  1.678600e+08   
Other Liab                                 NaN  4.207700e+07  3.506700e+07   
Treasury Stock                             NaN -1.366726e+09 -1.364034e+09   
Other Assets                               NaN  1.587900e+07  1.277800e+07   
Cash                                       NaN  1.175240e+08  1.912840e+08   
Total Current Liabilities                  NaN  4.358530e+08  3.388490e+08   
Deferred Long Term Asset Charges           NaN  3.975000e+06           NaN   
Other Stockholder Equity                   NaN  5.915000e+06  5.853000e+06   
Property Plant Equipment                   NaN  2.350779e+09  2.440101e+09   
Total Current Assets                       NaN  5.836530e+08  5.435320e+08   
Net Receivables                            NaN  3.561500e+08  2.632500e+08   
Long Term Debt                             NaN  8.523230e+08  9.021040e+08   
Inventory                                  NaN  4.235900e+07  3.492400e+07   
Accounts Payable                           NaN  1.902190e+08  1.657790e+08   

                                    2021-06-30  
Total Stockholder Equity          1.807717e+09  
Net Tangible Assets               1.783660e+09  
Intangible Assets                 2.405700e+07  
Capital Surplus                   2.914043e+09  
Total Liab                        1.265589e+09  
Other Current Liab                8.314000e+06  
Total Assets                      3.073306e+09  
Common Stock                      2.728000e+06  
Other Current Assets              6.092900e+07  
Retained Earnings                 2.546960e+08  
Other Liab                        5.306100e+07  
Treasury Stock                   -1.363750e+09  
Other Assets                      1.286000e+07  
Cash                              2.166820e+08  
Total Current Liabilities         2.934820e+08  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          6.085000e+06  
Property Plant Equipment          2.528289e+09  
Total Current Assets              5.081000e+08  
Net Receivables                   1.967260e+08  
Long Term Debt                    9.018960e+08  
Inventory                         3.376300e+07  
Accounts Payable                  1.208530e+08  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                -28777000.0 -361825000.0   
Change To Liabilities                             0.0          0.0   
Total Cashflows From Investing Activities         NaN          NaN   
Total Cash From Financing Activities              NaN          NaN   
Change To Operating Activities                    NaN          NaN   
Change In Cash                                    NaN          NaN   
Repurchase Of Stock                               NaN          NaN   
Effect Of Exchange Rate                           NaN          NaN   
Total Cash From Operating Activities              NaN          NaN   
Depreciation                                      NaN          NaN   
Other Cashflows From Investing Activities         NaN          NaN   
Dividends Paid                                    NaN          NaN   
Change To Inventory                               NaN          NaN   
Change To Account Receivables                     NaN          NaN   
Change To Netincome                               NaN          NaN   
Capital Expenditures                              NaN          NaN   

                                            2021-09-30   2021-06-30  
Net Income                                 -82998000.0 -103309000.0  
Change To Liabilities                       24892000.0   25082000.0  
Total Cashflows From Investing Activities  -28973000.0  -25736000.0  
Total Cash From Financing Activities        -3832000.0   -7291000.0  
Change To Operating Activities              -2711000.0    1975000.0  
Change In Cash                             -25398000.0    2538000.0  
Repurchase Of Stock                           -52000.0   -3522000.0  
Effect Of Exchange Rate                         6000.0     -10000.0  
Total Cash From Operating Activities         7401000.0   35575000.0  
Depreciation                               141065000.0  144037000.0  
Other Cashflows From Investing Activities    -122000.0    -118000.0  
Dividends Paid                              -3780000.0   -3769000.0  
Change To Inventory                          7909000.0   -3598000.0  
Change To Account Receivables              -66803000.0  -15561000.0  
Change To Netincome                        -14170000.0  -13354000.0  
Capital Expenditures                       -34264000.0  -38050000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
2Q2021   291774000 -103309000
3Q2021   357885000  -82998000
4Q2021   466493000 -361825000
1Q2022   509375000  -28777000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       -27849000.0 -372475000.0 -100641000.0   
Minority Interest                              None         None         None   
Net Income                              -28777000.0 -361825000.0  -82998000.0   
Selling General Administrative           27461000.0   24206000.0   22063000.0   
Gross Profit                            126163000.0   87596000.0   72818000.0   
Ebit                                    -17018000.0  -83810000.0  -90531000.0   
Operating Income                        -17018000.0  -83810000.0  -90531000.0   
Other Operating Expenses                 -1218000.0    4506000.0     221000.0   
Interest Expense                        -10565000.0  -10582000.0  -10683000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                         928000.0   -8116000.0  -17643000.0   
Total Revenue                           509375000.0  466493000.0  357885000.0   
Total Operating Expenses                526393000.0  550303000.0  448416000.0   
Cost Of Revenue                         383212000.0  378897000.0  285067000.0   
Total Other Income Expense Net          -10831000.0 -288665000.0  -10110000.0   
Discontinued Operations                         NaN    2534000.0    2534000.0   
Net Income From Continuing Ops          -28777000.0 -364359000.0  -82998000.0   
Net Income Applicable To Common Shares  -28777000.0 -361825000.0  -82998000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                      -119282000.0  
Minority Interest                              None  
Net Income                             -103309000.0  
Selling General Administrative           23555000.0  
Gross Profit                             56541000.0  
Ebit                                   -111332000.0  
Operating Income                       -111332000.0  
Other Operating Expenses                   281000.0  
Interest Expense                        -10704000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                      -15973000.0  
Total Revenue                           291774000.0  
Total Operating Expenses                403106000.0  
Cost Of Revenue                         235233000.0  
Total Other Income Expense Net           -7950000.0  
Discontinued Operations                   2534000.0  
Net Income From Continuing Ops         -103309000.0  
Net Income Applicable To Common Shares -103309000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  15130515    2022-01-30   
1           VanEck ETF Trust-VanEck Oil Services ETF  12063228    2022-02-27   
2        Undiscovered Managers Behavioral Value Fund   6883296    2021-12-30   
3    Delaware Group Equity Fds V-Small Cap Core Fund   5291987    2022-02-27   
4             Vanguard Total Stock Market Index Fund   5216876    2021-12-30   
5  Delaware Group Equity Funds V-Small Cap Value ...   4730700    2022-02-27   
6                      Vanguard Small-Cap Index Fund   4623428    2021-12-30   
7             Allspring Special Small Cap Value Fund   4289210    2022-02-27   
8                           iShares Russell 2000 ETF   4243742    2022-01-30   
9                 iShares S&P Smallcap 600 Value ETF   3577320    2022-01-30   

    % Out      Value  
0  0.0700  150699929  
1  0.0558  174072380  
2  0.0318   58163851  
3  0.0245   76363372  
4  0.0241   44082602  
5  0.0219   68264001  
6  0.0214   39067966  
7  0.0198   61893300  
8  0.0196   42267670  
9  0.0165   35630107  ]
['options', ('2022-08-19', '2023-01-20')]
symbol: LPI
sector: Energy
Index: SP600
vol_30d_2yr: 14333690.68359375
Sector 1YMF: -29.169998168945312
1YMF: -29.169998168945312
risk trend factor: -0.4368728166685758
        beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
LPI  3.87549        0.448      280.154  404096000       0.28987  3.858025   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
LPI   -657876864      0.65925    919042000                 0.65067   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
LPI  Oil & Gas E&P  1493677440         496671008          0.13235           0   

    pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
LPI    -0.22    6.160236                     1.071447       0.10402   

    quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
LPI      0.396        0.05774        0.58906           1.5          97.899   

     sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
LPI  Energy          17070600       1.76  56798000              3.35   

      totalDebt totalRevenue  
LPI  1439378048   1394075008  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	81.470001	55.385982	91.38381	127.381638	80.369841	15.040964	50.287912	110.45177

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LPI	1.480449	81.470001	14333690.683594	0.651878	0.115073	0.409738

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 231.24825495811749 166.92299399352999
test cv mean error, stdev (10 folds): 246.78009886419335 167.32004915040773
sell date: 2022-09-16
expected return: 0.2824491084142967
discounted return: 0.0028635359679796135
quarter return: 1.3009162644691843

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   2.788628e+09  2.715196e+09  2.473709e+09   
Total Liab                        2.038044e+09  2.034910e+09  1.941088e+09   
Total Stockholder Equity          5.137800e+08  2.240620e+08 -1.542820e+08   
Deferred Long Term Liab           8.100000e+06  3.630000e+07  3.200000e+06   
Other Current Liab                3.529620e+08  4.316830e+08  4.279700e+08   
Total Assets                      2.551824e+09  2.258972e+09  1.786806e+09   
Common Stock                      1.710000e+05  1.610000e+05  1.360000e+05   
Other Current Assets              4.346000e+06  2.049400e+07  1.866500e+07   
Retained Earnings                -2.275019e+09 -2.491295e+09 -2.628127e+09   
Other Liab                        7.954700e+07  1.041390e+08  1.387280e+08   
Other Assets                      5.430400e+07  8.209600e+07  9.670500e+07   
Cash                              5.679800e+07  5.139600e+07  1.935430e+08   
Total Current Liabilities         5.269130e+08  5.748110e+08  4.896750e+08   
Short Long Term Debt              5.200000e+04  1.310000e+05  1.790000e+05   
Property Plant Equipment          2.261663e+09  1.982329e+09  1.387284e+09   
Total Current Assets              2.358570e+08  1.945470e+08  3.028170e+08   
Net Tangible Assets               5.137800e+08  2.240620e+08 -1.542820e+08   
Net Receivables                   1.518070e+08  1.226570e+08  9.060900e+07   
Long Term Debt                    1.425858e+09  1.349896e+09  1.306112e+09   
Inventory                         1.016000e+07           NaN           NaN   
Accounts Payable                  6.668600e+07  5.724100e+07  4.638300e+07   
Deferred Long Term Asset Charges           NaN  2.200000e+06  3.600000e+06   

                                    2021-03-31  
Capital Surplus                   2.426769e+09  
Total Liab                        1.543471e+09  
Total Stockholder Equity         -6.856800e+07  
Deferred Long Term Liab           2.100000e+06  
Other Current Liab                1.927360e+08  
Total Assets                      1.474903e+09  
Common Stock                      1.290000e+05  
Other Current Assets              2.612300e+07  
Retained Earnings                -2.495466e+09  
Other Liab                        9.939500e+07  
Other Assets                      1.848700e+07  
Cash                              4.426200e+07  
Total Current Liabilities         2.922430e+08  
Short Long Term Debt                       NaN  
Property Plant Equipment          1.318327e+09  
Total Current Assets              1.380890e+08  
Net Tangible Assets              -6.856800e+07  
Net Receivables                   6.770400e+07  
Long Term Debt                    1.145374e+09  
Inventory                                  NaN  
Accounts Payable                  4.466500e+07  
Deferred Long Term Asset Charges  2.200000e+06  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                       10045000.0   11558000.0   
Total Cashflows From Investing Activities -279061000.0 -349183000.0   
Net Borrowings                              75000000.0   50000000.0   
Total Cash From Financing Activities        74904000.0   36180000.0   
Change To Operating Activities              62018000.0     633000.0   
Net Income                                 216276000.0  136832000.0   
Change In Cash                               5402000.0 -213588000.0   
Repurchase Of Stock                          -180000.0    -848000.0   
Total Cash From Operating Activities       209559000.0   99415000.0   
Depreciation                                79320000.0   67727000.0   
Change To Account Receivables              -29150000.0  -32048000.0   
Other Cashflows From Financing Activities      84000.0  -13145000.0   
Change To Netincome                       -130488000.0  -86796000.0   
Capital Expenditures                      -279061000.0 -742618000.0   
Issuance Of Stock                                  NaN     173000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                         719000.0    9065000.0  
Total Cashflows From Investing Activities  -99547000.0  -69020000.0  
Net Borrowings                             160000000.0  -35000000.0  
Total Cash From Financing Activities       203723000.0   -6626000.0  
Change To Operating Activities              65178000.0  -25871000.0  
Net Income                                -132661000.0  -75439000.0  
Change In Cash                             220722000.0   -4495000.0  
Repurchase Of Stock                          -451000.0   -1290000.0  
Total Cash From Operating Activities       116546000.0   71151000.0  
Depreciation                                43901000.0   42249000.0  
Change To Account Receivables              -22905000.0   -3728000.0  
Other Cashflows From Financing Activities   -1452000.0    2798000.0  
Change To Netincome                        161204000.0  123886000.0  
Capital Expenditures                       -99665000.0  -69209000.0  
Issuance Of Stock                           45626000.0   26866000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   250230000  -75439000
2Q2021   294371000 -132661000
3Q2021   379250000  136832000
4Q2021   470224000  216276000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                       219328000.0  139509000.0 -133983000.0   
Minority Interest                              None         None         None   
Net Income                              216276000.0  136832000.0 -132661000.0   
Selling General Administrative           13619000.0   15008000.0   21101000.0   
Gross Profit                            331794000.0  249997000.0  182123000.0   
Ebit                                    258808000.0   74290000.0  -97024000.0   
Operating Income                        258808000.0   74290000.0  -97024000.0   
Other Operating Expenses                -15225000.0   98021000.0  218070000.0   
Interest Expense                        -31150000.0  -30423000.0  -25900000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                        3052000.0    2677000.0   -1322000.0   
Total Revenue                           470224000.0  379250000.0  294371000.0   
Total Operating Expenses                211416000.0  304960000.0  391395000.0   
Cost Of Revenue                         138430000.0  129253000.0  112248000.0   
Total Other Income Expense Net          -39480000.0   65219000.0  -36959000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops          216276000.0  136832000.0 -132661000.0   
Net Income Applicable To Common Shares  216276000.0  136832000.0 -132661000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       -76201000.0  
Minority Interest                              None  
Net Income                              -75439000.0  
Selling General Administrative           13073000.0  
Gross Profit                            155128000.0  
Ebit                                    -51566000.0  
Operating Income                        -51566000.0  
Other Operating Expenses                155512000.0  
Interest Expense                        -25942000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        -762000.0  
Total Revenue                           250230000.0  
Total Operating Expenses                301796000.0  
Cost Of Revenue                          95102000.0  
Total Other Income Expense Net          -24635000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -75439000.0  
Net Income Applicable To Common Shares  -75439000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  1283155    2022-01-30   
1                      iShares Core S&P Smallcap ETF  1007152    2022-01-30   
2             Vanguard Total Stock Market Index Fund   437939    2021-12-30   
3                           iShares Russell 2000 ETF   291546    2022-01-30   
4                Vanguard Extended Market Index Fund   182706    2021-12-30   
5  Direxion Shares ETF Tr- Daily S&P Oil & Gas Ex...   147088    2022-01-30   
6     Fidelity Strategic Advisors Small-Mid Cap Fund   139883    2022-02-27   
7           Vanguard Tax Managed Fund-Small Cap Fund   120804    2021-12-30   
8                          DFA U.S. Small Cap Series   118021    2022-01-30   
9  First Tr Exchange Traded Fd-First Tr Natural G...   117256    2022-02-27   

    % Out     Value  
0  0.0742  86176689  
1  0.0582  67640328  
2  0.0253  26333272  
3  0.0168  19580229  
4  0.0106  10986111  
5  0.0085   9878430  
6  0.0081  10709442  
7  0.0070   7263944  
8  0.0068   7926290  
9  0.0068   8977119  ]
['options', ('2022-07-15', '2022-12-16', '2023-01-20')]
symbol: NTCT
sector: Technology
Index: SP600
vol_30d_2yr: 9623952.1484375
Sector 1YMF: -3.339996337890625
1YMF: -3.339996337890625
risk trend factor: -0.45135087973882726
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
NTCT  0.644642        1.936       20.158  145480992       0.17004  15.90411   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
NTCT    260617744      0.74966    641389000                 0.96181   

                     industry   marketCap operatingCashflow operatingMargins  \
NTCT  Software—Infrastructure  2581519360         296012992          0.05813   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
NTCT           0     9.69    1.252652                     3.017292   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
NTCT       0.04193      1.788         0.0099        0.01764        -0.104   

     revenuePerShare      sector sharesOutstanding shortRatio  totalCash  \
NTCT          11.559  Technology          74117696       5.93  703198016   

     totalCashPerShare  totalDebt totalRevenue trailingPE  
NTCT             9.488  415337984    855574976   72.56251  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.93	32.684032	35.016032	37.348031	33.294127	1.677396	29.939335	36.648919

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
NTCT	1.227115	32.93	9623952.148438	0.734933	0.034064	0.345791

ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 10.19920331942748 5.86648363530566
test cv mean error, stdev (10 folds): 10.486504097853375 6.078588217707644
sell date: 2022-09-23
expected return: 0.0007783326255554844
discounted return: 8.276947889962472e-06
quarter return: 1.0007617660510266

['options', ('2022-12-16',)]
symbol: BMY
sector: Healthcare
Index: SP500
vol_30d_2yr: 251915320.8984375
Sector 1YMF: -3.2500076293945312
1YMF: -3.2500076293945312
risk trend factor: -0.4710154943017281
         beta currentRatio debtToEquity dividendRate dividendYield  \
BMY  0.479582         1.32      145.347         2.16        0.0293   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
BMY         -0.337  21088999424       0.44908  9.475837  14867624960   

    grossMargins grossProfits heldPercentInstitutions  \
BMY      0.80128  37048000000                 0.79264   

                       industry     marketCap operatingCashflow  \
BMY  Drug Manufacturers—General  162809217024       16195000320   

    operatingMargins payoutRatio pegRatio priceToBook  \
BMY          0.22193      0.7305     2.12    5.155397   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
BMY                     3.466976       0.13311      1.152        0.06046   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
BMY        0.18085         0.052           21.36  Healthcare   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
BMY        2129059968       2.09  15196000256             7.137  45994999808   

    totalRevenue trailingPE  
BMY  46960001024  27.088205  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	73.769997	72.385736	75.350794	78.315851	75.335854	1.870668	71.594519	79.07719

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
BMY	1.240092	73.769997	251915320.898438	0.809374	0.661274	0.479207

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 85.70486346664019 123.53223464005858
test cv mean error, stdev (10 folds): 80.96954788091688 128.6062683894323
sell date: 2022-07-01
expected return: 0.03479204005754661
discounted return: 0.0034259029415752984
quarter return: 1.369772143291564

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      14.93
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                  None
peerCount                           83
governanceScore                   7.56
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         22.83
highestControversy                   2
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       34.61
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  0.34
governancePercentile              None
militaryContract                 False]
symbol: PSX
sector: Energy
Index: SP500
vol_30d_2yr: 72319717.1875
Sector 1YMF: -15.809989929199219
1YMF: -15.809989929199219
risk trend factor: -0.4763479592118208
    currentRatio debtToEquity dividendRate dividendYield      ebitda  \
PSX        1.128        65.25         3.88         0.041  3537999872   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PSX       0.02802  13.930335   2430874880      0.08505   9374000000   

    heldPercentInstitutions                        industry    marketCap  \
PSX                 0.68375  Oil & Gas Refining & Marketing  42058629120   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PSX        6881999872          0.01601       0.633     1.22    2.318134   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PSX                     0.333082       0.02022      0.783        0.02175   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PSX        0.13575         0.697         285.373  Energy         438201984   

    shortRatio   totalCash totalCashPerShare    totalDebt  totalRevenue  
PSX        2.5  3335000064             6.932  14433999872  126270996480  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	90.510002	91.355788	101.374286	111.392784	91.798413	8.517034	74.764345	108.832481

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PSX	1.286747	90.510002	72319717.1875	0.694604	0.093536	0.512375

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 283.11205084852804 353.85725930998063
test cv mean error, stdev (10 folds): 311.5712358052859 359.5052187027191
sell date: 2022-08-26
expected return: 0.08579824571808381
discounted return: 0.0012479815184585075
quarter return: 1.1215848348237154

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets          8.190000e+08  8.130000e+08  8.220000e+08   
Capital Surplus            1.966700e+10  2.050400e+10  2.048800e+10   
Total Liab                 3.851700e+10  3.395700e+10  3.581000e+10   
Total Stockholder Equity   2.181500e+10  1.916600e+10  1.813900e+10   
Minority Interest          3.060000e+08  2.471000e+09  2.458000e+09   
Other Current Liab         1.467000e+09  1.406000e+09  1.346000e+09   
Total Assets               6.063800e+10  5.559400e+10  5.640700e+10   
Common Stock               7.000000e+06  7.000000e+06  6.000000e+06   
Other Current Assets       2.020000e+08  9.900000e+07  3.200000e+07   
Retained Earnings          1.639100e+10  1.621600e+10  1.535000e+10   
Other Liab                 7.031000e+09  7.472000e+09  7.239000e+09   
Good Will                  1.484000e+09  1.484000e+09  1.425000e+09   
Treasury Stock            -1.425000e+10 -1.756100e+10 -1.770500e+10   
Other Assets               1.833000e+09  1.603000e+09  1.857000e+09   
Cash                       3.335000e+09  3.147000e+09  2.897000e+09   
Total Current Liabilities  1.760300e+10  1.280100e+10  1.392100e+10   
Short Long Term Debt       1.474000e+09  1.456000e+09  1.489000e+09   
Other Stockholder Equity  -5.140000e+08 -4.450000e+08 -5.890000e+08   
Property Plant Equipment   2.233300e+10  2.348500e+10  2.237700e+10   
Total Current Assets       1.985400e+10  1.469700e+10  1.601900e+10   
Long Term Investments      1.431500e+10  1.351200e+10  1.390700e+10   
Net Tangible Assets        1.951200e+10  1.686900e+10  1.589200e+10   
Net Receivables            1.045500e+10  7.470000e+09  8.006000e+09   
Long Term Debt             1.296000e+10  1.270200e+10  1.342100e+10   
Inventory                  4.530000e+09  3.394000e+09  4.400000e+09   
Accounts Payable           1.318400e+10  8.461000e+09  9.215000e+09   

                             2021-06-30  
Intangible Assets          8.250000e+08  
Capital Surplus            2.046300e+10  
Total Liab                 3.637500e+10  
Total Stockholder Equity   1.814900e+10  
Minority Interest          2.453000e+09  
Other Current Liab         1.393000e+09  
Total Assets               5.697700e+10  
Common Stock               6.000000e+06  
Other Current Assets       1.800000e+07  
Retained Earnings          1.534500e+10  
Other Liab                 7.722000e+09  
Good Will                  1.425000e+09  
Treasury Stock            -1.766500e+10  
Other Assets               1.894000e+09  
Cash                       2.207000e+09  
Total Current Liabilities  1.455100e+10  
Short Long Term Debt       2.489000e+09  
Other Stockholder Equity  -5.490000e+08  
Property Plant Equipment   2.368800e+10  
Total Current Assets       1.578000e+10  
Long Term Investments      1.336500e+10  
Net Tangible Assets        1.589900e+10  
Net Receivables            8.062000e+09  
Long Term Debt             1.292400e+10  
Inventory                  4.752000e+09  
Accounts Payable           8.945000e+09  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Investments                                1.500000e+07  3.100000e+07   
Change To Liabilities                      4.809000e+09 -7.980000e+08   
Total Cashflows From Investing Activities -4.280000e+08 -5.570000e+08   
Net Borrowings                            -2.400000e+07 -4.760000e+08   
Total Cash From Financing Activities      -5.120000e+08 -9.780000e+08   
Change To Operating Activities            -8.490000e+08  3.000000e+07   
Issuance Of Stock                          2.300000e+07  2.000000e+06   
Net Income                                 5.820000e+08  1.273000e+09   
Change In Cash                             1.880000e+08  2.500000e+08   
Effect Of Exchange Rate                   -8.000000e+06 -1.500000e+07   
Total Cash From Operating Activities       1.136000e+09  1.800000e+09   
Depreciation                               3.380000e+08  4.540000e+08   
Other Cashflows From Investing Activities -7.400000e+07  8.000000e+06   
Dividends Paid                            -4.040000e+08 -4.030000e+08   
Change To Inventory                       -1.152000e+09  1.006000e+09   
Change To Account Receivables             -3.042000e+09  5.430000e+08   
Other Cashflows From Financing Activities -1.070000e+08 -1.010000e+08   
Change To Netincome                        3.310000e+08 -3.390000e+08   
Capital Expenditures                      -3.700000e+08 -5.970000e+08   

                                             2021-09-30    2021-06-30  
Investments                                7.800000e+07  1.000000e+08  
Change To Liabilities                      2.410000e+08  7.030000e+08  
Total Cashflows From Investing Activities -4.960000e+08 -3.520000e+08  
Net Borrowings                            -5.210000e+08 -3.900000e+07  
Total Cash From Financing Activities      -1.005000e+09 -5.420000e+08  
Change To Operating Activities             4.400000e+07 -1.300000e+08  
Issuance Of Stock                          2.000000e+06  4.000000e+06  
Net Income                                 4.020000e+08  2.960000e+08  
Change In Cash                             6.900000e+08  8.560000e+08  
Effect Of Exchange Rate                   -1.200000e+07  7.000000e+06  
Total Cash From Operating Activities       2.203000e+09  1.743000e+09  
Depreciation                               3.610000e+08  3.640000e+08  
Other Cashflows From Investing Activities -2.400000e+07 -9.600000e+07  
Dividends Paid                            -3.940000e+08 -3.940000e+08  
Change To Inventory                        3.260000e+08 -4.440000e+08  
Change To Account Receivables              5.300000e+07  2.220000e+08  
Other Cashflows From Financing Activities -9.000000e+07 -1.130000e+08  
Change To Netincome                        6.640000e+08  2.500000e+08  
Capital Expenditures                      -5.520000e+08 -3.800000e+08  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
2Q2021   27035000000   296000000
3Q2021   30246000000   402000000
4Q2021   32554000000  1273000000
1Q2022   36011000000   582000000]
['quarterly_financials',                                            2022-03-31     2021-12-31  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                         828000000.0   1627000000.0   
Minority Interest                         306000000.0   2471000000.0   
Net Income                                582000000.0   1273000000.0   
Selling General Administrative           1773000000.0   1905000000.0   
Gross Profit                             2516000000.0   3264000000.0   
Ebit                                      275000000.0    921000000.0   
Operating Income                          275000000.0    921000000.0   
Other Operating Expenses                  130000000.0     69000000.0   
Interest Expense                         -135000000.0   -141000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        171000000.0    256000000.0   
Total Revenue                           36011000000.0  32554000000.0   
Total Operating Expenses                35736000000.0  31633000000.0   
Cost Of Revenue                         33495000000.0  29290000000.0   
Total Other Income Expense Net            553000000.0    706000000.0   
Discontinued Operations                          None           None   
Net Income From Continuing Ops            657000000.0   1371000000.0   
Net Income Applicable To Common Shares    580000000.0   1271000000.0   

                                           2021-09-30     2021-06-30  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         448000000.0    436000000.0  
Minority Interest                        2458000000.0   2453000000.0  
Net Income                                402000000.0    296000000.0  
Selling General Administrative           1590000000.0   1608000000.0  
Gross Profit                             2717000000.0   1817000000.0  
Ebit                                      686000000.0   -262000000.0  
Operating Income                          686000000.0   -262000000.0  
Other Operating Expenses                   80000000.0    107000000.0  
Interest Expense                         -151000000.0   -143000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                        -40000000.0     62000000.0  
Total Revenue                           30246000000.0  27035000000.0  
Total Operating Expenses                29560000000.0  27297000000.0  
Cost Of Revenue                         27529000000.0  25218000000.0  
Total Other Income Expense Net           -238000000.0    698000000.0  
Discontinued Operations                          None           None  
Net Income From Continuing Ops            488000000.0    374000000.0  
Net Income Applicable To Common Shares    400000000.0    291000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  12885545    2022-01-30   
1             Vanguard Total Stock Market Index Fund  12454940    2021-12-30   
2                            Vanguard 500 Index Fund   9279357    2021-12-30   
3                        Vanguard Mid-Cap Index Fund   4953997    2021-12-30   
4                             SPDR S&P 500 ETF Trust   4644780    2022-01-30   
5                            Fidelity 500 Index Fund   4487208    2022-02-27   
6                           iShares Core S&P 500 ETF   3644889    2022-01-30   
7                    Vanguard Index-Value Index Fund   3348114    2021-12-30   
8  Vanguard Institutional Index Fund-Institutiona...   3301601    2021-12-30   
9                         Vanguard Energy Index Fund   2553262    2022-02-27   

    % Out       Value  
0  0.0268  1092565360  
1  0.0259   902484952  
2  0.0193   672382208  
3  0.0103   358966622  
4  0.0097   393830896  
5  0.0093   378002401  
6  0.0076   309050138  
7  0.0070   242604340  
8  0.0069   239234008  
9  0.0053   215086790  ]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                               7
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                          0
peerCount                                39
governanceScore                        5.96
environmentPercentile                     0
animalTesting                         False
tobacco                               False
totalEsg                              29.35
highestControversy                        3
esgPerformance                         None
coal                                  False
pesticides                            False
adult                                 False
percentile                            59.45
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      16.39
governancePercentile                      0
militaryContract                      False]
symbol: NOC
sector: Industrials
Index: SP500
vol_30d_2yr: 18840431.25
Sector 1YMF: -28.880035400390625
1YMF: -28.880035400390625
risk trend factor: -0.4783048635578619
        beta currentRatio debtToEquity dividendRate dividendYield  \
NOC  0.70372        1.306      109.076         6.92        0.0156   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
NOC         -0.546  8807000064       0.24944  16.994137   4150625024   

    grossMargins grossProfits heldPercentInstitutions             industry  \
NOC      0.20962   7268000000                 0.83975  Aerospace & Defense   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
NOC  72090722304        3144999936          0.21409      0.1734     3.06   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
NOC    5.430435                     2.041825       0.16328      1.131   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare       sector  \
NOC        0.11339        0.48421        -0.039         222.722  Industrials   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
NOC         155444992       2.46  2174000128            13.986  14492999680   

    totalRevenue trailingPE  
NOC  35306999808  12.804959  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	443.929993	440.378773	462.968095	485.557416	457.224603	10.945286	435.33403	479.115175

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
NOC	0.996341	443.929993	18840431.25	0.769029	0.762454	0.423677

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 1037.1046011429494 887.0594955150838
test cv mean error, stdev (10 folds): 1104.5425839112577 903.070108301302
sell date: 2022-08-26
expected return: 0.11919198458068472
discounted return: 0.0017076227331112026
quarter return: 1.1699573662974765

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                  True
gambling                             False
socialScore                           15.7
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               22
governanceScore                       5.32
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             28.49
highestControversy                       3
esgPerformance                    AVG_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           56.08
peerGroup              Aerospace & Defense
smallArms                             True
environmentScore                      7.47
governancePercentile                  None
militaryContract                      True]
symbol: SNEX
sector: Financial Services
Index: SP600
vol_30d_2yr: 1444321.875
Sector 1YMF: -6.769996643066406
1YMF: -6.769996643066406
risk trend factor: -0.48253696013085795
          beta currentRatio debtToEquity earningsGrowth ebitdaMargins  \
SNEX  1.072058        1.096      865.897          1.082           0.0   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
SNEX  10.409091       0.0238   1077400000                 0.76698   

             industry   marketCap operatingCashflow operatingMargins  \
SNEX  Capital Markets  1461767424        1641299968          0.00389   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
SNEX         0.0     0.48    1.606982                     0.030757   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
SNEX       0.00291      1.066        0.00834        0.15806         0.551   

     revenuePerShare              sector sharesOutstanding shortRatio  \
SNEX        2470.063  Financial Services          19947700       3.08   

        totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
SNEX  11907500032            591.46  8252000256  47527100416  12.766551  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	72.900002	69.379346	74.933492	80.487639	73.35127	3.022209	67.306851	79.395688

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SNEX	1.141643	72.900002	1444321.875	0.751221	0.686282	0.374695

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 60.19721553812694 70.39144047102478
test cv mean error, stdev (10 folds): 63.77710305465015 72.86619089498309
sell date: 2022-08-26
expected return: 0.06834001922205156
discounted return: 0.0010021087443656818
quarter return: 1.0965269218558504

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets                 3.910000e+07  4.270000e+07  4.410000e+07   
Capital Surplus                   3.244000e+08  3.157000e+08  3.105000e+08   
Total Liab                        1.827600e+10  1.793560e+10  1.589840e+10   
Total Stockholder Equity          9.530000e+08  9.040000e+08  9.014000e+08   
Other Current Liab                1.348000e+09  1.418700e+09  1.303800e+09   
Total Assets                      1.922900e+10  1.883960e+10  1.679980e+10   
Common Stock                      2.000000e+05  2.000000e+05  2.000000e+05   
Retained Earnings                 7.242000e+08  6.825000e+08  6.752000e+08   
Good Will                         5.810000e+07  5.810000e+07  5.460000e+07   
Treasury Stock                   -9.580000e+07 -9.440000e+07 -8.450000e+07   
Other Assets                      1.495000e+08  1.444000e+08  1.441000e+08   
Cash                              9.834000e+08  1.109600e+09  1.075600e+09   
Total Current Liabilities         1.711980e+10  1.701090e+10  1.496010e+10   
Deferred Long Term Asset Charges  3.550000e+07  3.510000e+07  3.700000e+07   
Short Long Term Debt              4.074200e+09  4.301200e+09  3.623400e+09   
Other Stockholder Equity         -2.650000e+07 -2.510000e+07 -2.380000e+07   
Property Plant Equipment          2.169000e+08  2.186000e+08  2.210000e+08   
Total Current Assets              1.876540e+10  1.837580e+10  1.633600e+10   
Net Tangible Assets               8.558000e+08  8.032000e+08  8.027000e+08   
Short Term Investments            1.092410e+10  1.103200e+10  9.517200e+09   
Net Receivables                   6.334000e+09  5.786700e+09  5.258400e+09   
Long Term Debt                    1.012200e+09  7.953000e+08  7.866000e+08   
Inventory                         5.239000e+08  4.475000e+08  4.848000e+08   
Accounts Payable                  8.674800e+09  8.750500e+09  7.854300e+09   

                                    2021-03-31  
Intangible Assets                 4.800000e+07  
Capital Surplus                   3.044000e+08  
Total Liab                        1.493950e+10  
Total Stockholder Equity          8.602000e+08  
Other Current Liab                7.464000e+08  
Total Assets                      1.579970e+10  
Common Stock                      2.000000e+05  
Retained Earnings                 6.410000e+08  
Good Will                         5.450000e+07  
Treasury Stock                   -8.540000e+07  
Other Assets                      1.512000e+08  
Cash                              1.001500e+09  
Total Current Liabilities         1.385720e+10  
Deferred Long Term Asset Charges  3.520000e+07  
Short Long Term Debt              3.628200e+09  
Other Stockholder Equity         -2.780000e+07  
Property Plant Equipment          1.832000e+08  
Total Current Assets              1.536280e+10  
Net Tangible Assets               7.577000e+08  
Short Term Investments            9.048500e+09  
Net Receivables                   4.862000e+09  
Long Term Debt                    9.659000e+08  
Inventory                         4.508000e+08  
Accounts Payable                  7.344300e+09  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -74200000.0  896700000.0   
Total Cashflows From Investing Activities   -7300000.0  -10600000.0   
Net Borrowings                             238400000.0  -27500000.0   
Total Cash From Financing Activities       241500000.0  -33400000.0   
Change To Operating Activities            -451700000.0 -361800000.0   
Issuance Of Stock                            4600000.0    3200000.0   
Net Income                                  41700000.0    7300000.0   
Change In Cash                            -367500000.0  697200000.0   
Effect Of Exchange Rate                     -1500000.0   -2900000.0   
Total Cash From Operating Activities      -600200000.0  744100000.0   
Depreciation                                12900000.0   15500000.0   
Change To Inventory                        -76400000.0   37300000.0   
Change To Account Receivables              -66700000.0  149500000.0   
Other Cashflows From Financing Activities   -1500000.0    -500000.0   
Change To Netincome                          3400000.0   10800000.0   
Capital Expenditures                        -7300000.0   -8600000.0   
Repurchase Of Stock                                NaN   -8600000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                      513200000.0  897000000.0  
Total Cashflows From Investing Activities  -10400000.0  -17600000.0  
Net Borrowings                             -45300000.0  -61200000.0  
Total Cash From Financing Activities       -47000000.0  -58100000.0  
Change To Operating Activities             330000000.0   52200000.0  
Issuance Of Stock                            2300000.0    3600000.0  
Net Income                                  34200000.0   55300000.0  
Change In Cash                             660200000.0  706700000.0  
Effect Of Exchange Rate                      4000000.0   -1400000.0  
Total Cash From Operating Activities       713600000.0  783800000.0  
Depreciation                                11400000.0   10600000.0  
Change To Inventory                        -34000000.0  -11700000.0  
Change To Account Receivables             -139200000.0 -232500000.0  
Other Cashflows From Financing Activities    -900000.0    -500000.0  
Change To Netincome                          -700000.0    8300000.0  
Capital Expenditures                       -13500000.0  -17600000.0  
Repurchase Of Stock                         -3100000.0   -3100000.0  ]
['quarterly_earnings',              Revenue  Earnings
Quarter                       
1Q2021   11223200000  55300000
2Q2021   10167500000  34200000
3Q2021   11822500000   7300000
4Q2021   14313900000  41700000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                          52500000.0      4900000.0   
Minority Interest                                None           None   
Net Income                                 41700000.0      7300000.0   
Selling General Administrative            219600000.0    206200000.0   
Gross Profit                              292900000.0    241800000.0   
Ebit                                              0.0            0.0   
Operating Income                           52500000.0      6900000.0   
Other Operating Expenses                   11900000.0     12200000.0   
Interest Expense                                 None           None   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                         10800000.0     -2400000.0   
Total Revenue                           14313900000.0  11822500000.0   
Total Operating Expenses                14261400000.0  11815600000.0   
Cost Of Revenue                         14021000000.0  11580700000.0   
Total Other Income Expense Net                    0.0     -2000000.0   
Discontinued Operations                          None           None   
Net Income From Continuing Ops             41700000.0      7300000.0   
Net Income Applicable To Common Shares     40500000.0      7000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                          46000000.0     76300000.0  
Minority Interest                                None           None  
Net Income                                 34200000.0     55300000.0  
Selling General Administrative            212700000.0    218600000.0  
Gross Profit                              280000000.0    316500000.0  
Ebit                                              0.0            0.0  
Operating Income                           45600000.0     77100000.0  
Other Operating Expenses                   10700000.0     11300000.0  
Interest Expense                                 None           None  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                         11800000.0     21000000.0  
Total Revenue                           10167500000.0  11223200000.0  
Total Operating Expenses                10121900000.0  11146100000.0  
Cost Of Revenue                          9887500000.0  10906700000.0  
Total Other Income Expense Net               400000.0      -800000.0  
Discontinued Operations                          None           None  
Net Income From Continuing Ops             34200000.0     55300000.0  
Net Income Applicable To Common Shares     33100000.0     53600000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0           iShares Core S&P Smallcap ETF  1183075    2022-01-30  0.0586   
1  Vanguard Total Stock Market Index Fund   450490    2021-12-30  0.0223   
2                iShares Russell 2000 ETF   393224    2022-01-30  0.0195   
3           Fidelity Small Cap Stock Fund   387090    2022-02-27  0.0192   
4      iShares S&P Smallcap 600 Value ETF   280124    2022-01-30  0.0139   
5     Vanguard Extended Market Index Fund   226946    2021-12-30  0.0112   
6               DFA U.S. Small Cap Series   183431    2022-01-30  0.0091   
7          iShares Russell 2000 Value ETF   163769    2022-01-30  0.0081   
8               DFA U.S. Micro Cap Series   151167    2022-01-30  0.0075   
9       DFA U.S. Targeted Value Portfolio   147714    2022-01-30  0.0073   

      Value  
0  77621550  
1  27592512  
2  25799426  
3  29205940  
4  18378935  
5  13900442  
6  12034907  
7  10744884  
8   9918066  
9   9691515  ]
['options', ('2022-07-15',)]
symbol: TALO
sector: Energy
Index: SP600
vol_30d_2yr: 20408781.4453125
Sector 1YMF: -4.379999160766602
1YMF: -4.379999160766602
risk trend factor: -0.4965985614871265
          beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
TALO  2.705179        0.566      134.226  459891008       0.37053  12.401317   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
TALO    190298752      0.77151    957576000                 0.80874   

           industry   marketCap operatingCashflow operatingMargins  \
TALO  Oil & Gas E&P  1543466368         411388000          0.00465   

     payoutRatio priceToBook priceToSalesTrailing12Months profitMargins  \
TALO           0    2.287899                     1.243551       -0.1474   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
TALO      0.482        0.00129       -0.21686         1.219          15.179   

      sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
TALO  Energy          81881504       3.93  69852000             0.853   

       totalDebt totalRevenue  
TALO  1020993024   1241176960  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	18.610001	18.420168	21.889841	25.359515	19.298889	2.422677	14.453534	24.144243

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TALO	1.661246	18.610001	20408781.445312	0.657711	0.240515	0.536905

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 41.43457859222569 71.02454191322181
test cv mean error, stdev (10 folds): 41.43457859222569 71.02454191322182
sell date: 2022-08-26
expected return: 0.2646750095291923
discounted return: 0.0035641422565171332
quarter return: 1.3872427295363599

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            1.676798e+09  1.671781e+09  1.666887e+09   
Total Liab                 2.006162e+09  2.111540e+09  2.165744e+09   
Total Stockholder Equity   7.606530e+08  6.746240e+08  6.864210e+08   
Other Current Liab         2.528150e+08  3.049030e+08  2.822840e+08   
Total Assets               2.766815e+09  2.786164e+09  2.852165e+09   
Common Stock               8.190000e+05  8.190000e+05  8.190000e+05   
Other Current Assets       2.641000e+06  1.720000e+06  1.781000e+06   
Retained Earnings         -9.169640e+08 -9.979760e+08 -9.812850e+08   
Other Liab                 4.195010e+08  4.596920e+08  4.686610e+08   
Other Assets               3.251600e+07  4.320100e+07  4.282800e+07   
Cash                       6.985200e+07  5.942700e+07  6.535400e+07   
Total Current Liabilities  6.005260e+08  6.358320e+08  6.747440e+08   
Short Long Term Debt       6.060000e+06  6.060000e+06  6.060000e+06   
Property Plant Equipment   2.394296e+09  2.489235e+09  2.505121e+09   
Total Current Assets       3.400030e+08  2.537280e+08  3.042160e+08   
Net Tangible Assets        7.606530e+08  6.746240e+08  6.864210e+08   
Net Receivables            2.194680e+08  1.465570e+08  1.882680e+08   
Long Term Debt             9.566670e+08  9.787770e+08  9.765730e+08   
Accounts Payable           8.581500e+07  1.060980e+08  1.111280e+08   

                             2021-03-31  
Capital Surplus            1.661840e+09  
Total Liab                 2.032540e+09  
Total Stockholder Equity   8.071540e+08  
Other Current Liab         1.808350e+08  
Total Assets               2.839694e+09  
Common Stock               8.170000e+05  
Other Current Assets       3.481000e+06  
Retained Earnings         -8.555030e+08  
Other Liab                 4.489570e+08  
Other Assets               4.364900e+07  
Cash                       6.497900e+07  
Total Current Liabilities  4.822370e+08  
Short Long Term Debt                NaN  
Property Plant Equipment   2.504046e+09  
Total Current Assets       2.919990e+08  
Net Tangible Assets        8.071540e+08  
Net Receivables            1.908060e+08  
Long Term Debt             1.049365e+09  
Accounts Payable           7.277000e+07  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                       -4670000.0   -5367000.0   
Total Cashflows From Investing Activities  -81594000.0  -85520000.0   
Net Borrowings                             -30879000.0   -5564000.0   
Total Cash From Financing Activities       -31721000.0   -8961000.0   
Change To Operating Activities              59665000.0  -27476000.0   
Net Income                                  81012000.0  -16691000.0   
Change In Cash                              10425000.0   -5927000.0   
Total Cash From Operating Activities       123740000.0   88554000.0   
Depreciation                               119919000.0  102264000.0   
Change To Account Receivables              -64474000.0   41711000.0   
Other Cashflows From Financing Activities    -842000.0   -3356000.0   
Change To Netincome                        -71009000.0   -9038000.0   
Capital Expenditures                       -81751000.0  -85734000.0   
Repurchase Of Stock                                NaN     -41000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                       14754000.0  -10978000.0  
Total Cashflows From Investing Activities  -53896000.0  -72737000.0  
Net Borrowings                             -70303000.0   63639000.0  
Total Cash From Financing Activities       -77867000.0   36527000.0  
Change To Operating Activities              25947000.0    2172000.0  
Net Income                                -125782000.0 -121491000.0  
Change In Cash                                375000.0   30746000.0  
Total Cash From Operating Activities       132138000.0   66956000.0  
Depreciation                               115298000.0  116642000.0  
Change To Account Receivables                4475000.0  -17108000.0  
Other Cashflows From Financing Activities   -6594000.0  -24962000.0  
Change To Netincome                         93654000.0   94577000.0  
Capital Expenditures                       -61101000.0  -64745000.0  
Repurchase Of Stock                          -970000.0   -2150000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021   266086000 -121491000
2Q2021   302815000 -125782000
3Q2021   290145000  -16691000
4Q2021   382131000   81012000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        78659000.0  -17055000.0 -125284000.0   
Minority Interest                              None         None         None   
Net Income                               81012000.0  -16691000.0 -125782000.0   
Selling General Administrative           19084000.0   20427000.0   18077000.0   
Gross Profit                            307205000.0  220111000.0  230802000.0   
Ebit                                    156262000.0   10860000.0  -91973000.0   
Operating Income                        156262000.0   10860000.0  -91973000.0   
Other Operating Expenses                 25959000.0  100228000.0  204857000.0   
Interest Expense                        -33102000.0  -32390000.0  -33570000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       -2353000.0    -364000.0     498000.0   
Total Revenue                           382131000.0  290145000.0  302815000.0   
Total Operating Expenses                225869000.0  279285000.0  394788000.0   
Cost Of Revenue                          74926000.0   70034000.0   72013000.0   
Total Other Income Expense Net          -77603000.0  -27915000.0  -33311000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           81012000.0  -16691000.0 -125782000.0   
Net Income Applicable To Common Shares   81012000.0  -16691000.0 -125782000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                      -120907000.0  
Minority Interest                              None  
Net Income                             -121491000.0  
Selling General Administrative           17411000.0  
Gross Profit                            199458000.0  
Ebit                                    -71103000.0  
Operating Income                        -71103000.0  
Other Operating Expenses                151493000.0  
Interest Expense                        -34076000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                         584000.0  
Total Revenue                           266086000.0  
Total Operating Expenses                337189000.0  
Cost Of Revenue                          66628000.0  
Total Other Income Expense Net          -49804000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops         -121491000.0  
Net Income Applicable To Common Shares -121491000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  2882867    2022-01-30   
1  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2109180    2022-01-30   
2     MainStay MacKay High Yield Corporate Bond Fund  2074193    2022-01-30   
3             Vanguard Total Stock Market Index Fund  1284887    2021-12-30   
4                           iShares Russell 2000 ETF   853932    2022-01-30   
5                 iShares S&P Smallcap 600 Value ETF   674678    2022-01-30   
6  Mainstay VP Funds Trust-MacKay High Yield Corp...   637880    2021-12-30   
7                Vanguard Extended Market Index Fund   496971    2021-12-30   
8                  DFA U.S. Targeted Value Portfolio   462737    2022-01-30   
9  Columbia Fds Ser Tr I-Columbia Small Cap Value...   433490    2022-01-30   

    % Out     Value  
0  0.0349  30673704  
1  0.0256  22441675  
2  0.0251  22069413  
3  0.0156  12591892  
4  0.0103   9085836  
5  0.0082   7178573  
6  0.0077   6251224  
7  0.0060   4870315  
8  0.0056   4923521  
9  0.0053   4612333  ]
['options', ('2022-07-15',)]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 60333589.6484375
Sector 1YMF: -21.420005798339844
1YMF: -21.420005798339844
risk trend factor: -0.5018744567990084
          beta currentRatio debtToEquity dividendRate dividendYield  \
FANG  2.181941         0.72       42.218          2.8        0.0229   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
FANG          2.278  5171999744       0.67999  5.669953    958625024   

     grossMargins grossProfits heldPercentInstitutions       industry  \
FANG      0.87707   5577000000                 0.91762  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
FANG  23227310080        4572000256           0.5071      0.1272     0.35   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
FANG    1.843084                     3.053814       0.36037      0.656   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
FANG        0.10636        0.22396         1.036          42.257  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
FANG         175592000       2.63  149000000             0.839  5848000000   

     totalRevenue trailingPE  
FANG   7606000128   8.725018  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	122.290001	125.260628	146.419524	167.57842	137.322347	10.085763	117.150822	157.493872

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
FANG	1.13222	122.290001	60333589.648438	0.711781	0.610811	0.468604

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 440.21684537392116 363.41076722947855
test cv mean error, stdev (10 folds): 478.96838070943113 358.8256702624607
sell date: 2022-09-23
expected return: 0.14438943134546536
discounted return: 0.0014358303191950306
quarter return: 1.1411101975842737

['options', ('2023-01-20', '2024-01-19')]
symbol: CVX
sector: Energy
Index: SP500
vol_30d_2yr: 237499572.65625
Sector 1YMF: -18.379974365234375
1YMF: -18.379974365234375
risk trend factor: -0.5020479120133474
         beta debtToEquity dividendRate dividendYield earningsGrowth  \
CVX  1.135294       24.919         5.68        0.0338          3.473   

          ebitda ebitdaMargins forwardPE grossMargins grossProfits  \
CVX  38513999872       0.21779  16.25552      0.40935  66234000000   

    heldPercentInstitutions              industry     marketCap  \
CVX                 0.65877  Oil & Gas Integrated  298001596416   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
CVX       33087000576          0.12197      0.5113      0.6     2.19342   

    priceToSalesTrailing12Months profitMargins revenueGrowth revenuePerShare  \
CVX                      1.68511       0.11596         0.683          92.025   

     sector sharesOutstanding shortRatio   totalCash totalCashPerShare  \
CVX  Energy        1927689984       2.19  5674999808             2.914   

       totalDebt  totalRevenue trailingPE  
CVX  34872000512  176843997184  29.884014  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	148.380005	156.731372	171.950159	187.168946	167.602064	6.751009	154.100046	181.104081

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CVX	1.062215	148.380005	237499572.65625	0.709826	0.658037	0.489333

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 358.07619625976594 505.4123046499837
test cv mean error, stdev (10 folds): 390.8189600260388 518.8379836210818
sell date: 2022-09-16
expected return: 0.11458809964025478
discounted return: 0.0012477308646337004
quarter return: 1.1215590034387684

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Total Stockholder Equity          1.390670e+11  1.390670e+11  1.358620e+11   
Net Tangible Assets               1.346820e+11  1.346820e+11  1.314600e+11   
Capital Surplus                            NaN  1.728200e+10  1.706200e+10   
Total Liab                                 NaN  9.959500e+10  1.032260e+11   
Minority Interest                          NaN  8.730000e+08  8.600000e+08   
Deferred Long Term Liab                    NaN  2.235000e+09  1.096200e+10   
Other Current Liab                         NaN  1.700000e+09  1.467000e+09   
Total Assets                               NaN  2.395350e+11  2.399480e+11   
Common Stock                               NaN  1.832000e+09  1.832000e+09   
Other Current Assets                       NaN  5.840000e+08  6.500000e+08   
Retained Earnings                          NaN  1.655460e+11  1.630440e+11   
Other Liab                                 NaN  3.918300e+10  4.098200e+10   
Good Will                                  NaN  4.385000e+09  4.402000e+09   
Treasury Stock                             NaN -4.559300e+10 -4.607600e+10   
Other Assets                               NaN  1.008700e+10  1.436700e+10   
Cash                                       NaN  5.640000e+09  5.998000e+09   
Total Current Liabilities                  NaN  2.679100e+10  2.518800e+10   
Deferred Long Term Asset Charges           NaN  5.659000e+09           NaN   
Short Long Term Debt                       NaN  1.460000e+08           NaN   
Other Stockholder Equity                   NaN -4.129000e+09 -4.658000e+09   
Property Plant Equipment                   NaN  1.506290e+11  1.479450e+11   
Total Current Assets                       NaN  3.373800e+10  3.213700e+10   
Long Term Investments                      NaN  4.069600e+10  4.109700e+10   
Short Term Investments                     NaN  3.500000e+07  3.400000e+07   
Net Receivables                            NaN  1.816800e+10  1.616300e+10   
Long Term Debt                             NaN  3.066400e+10  3.705600e+10   
Inventory                                  NaN  6.305000e+09  6.129000e+09   
Accounts Payable                           NaN  1.645400e+10  1.530800e+10   

                                    2021-06-30  
Total Stockholder Equity          1.331820e+11  
Net Tangible Assets               1.287800e+11  
Capital Surplus                   1.704400e+10  
Total Liab                        1.088950e+11  
Minority Interest                 7.290000e+08  
Deferred Long Term Liab           1.096100e+10  
Other Current Liab                1.212000e+09  
Total Assets                      2.428060e+11  
Common Stock                      1.832000e+09  
Other Current Assets              4.810000e+08  
Retained Earnings                 1.596400e+11  
Other Liab                        4.122700e+10  
Good Will                         4.402000e+09  
Treasury Stock                   -4.533400e+10  
Other Assets                      1.367200e+10  
Cash                              7.527000e+09  
Total Current Liabilities         2.814700e+10  
Deferred Long Term Asset Charges           NaN  
Short Long Term Debt                       NaN  
Other Stockholder Equity         -4.535000e+09  
Property Plant Equipment          1.512080e+11  
Total Current Assets              3.297300e+10  
Long Term Investments             4.055100e+10  
Short Term Investments            3.400000e+07  
Net Receivables                   1.560200e+10  
Long Term Debt                    3.952100e+10  
Inventory                         6.239000e+09  
Accounts Payable                  1.471900e+10  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Change To Liabilities                      0.000000e+00  1.633000e+09   
Total Cashflows From Investing Activities -7.000000e+08 -1.389000e+09   
Net Borrowings                            -2.000000e+09 -6.004000e+09   
Total Cash From Financing Activities      -1.400000e+09 -8.290000e+09   
Change To Operating Activities            -9.000000e+08  1.400000e+07   
Issuance Of Stock                          4.600000e+09  2.830000e+08   
Net Income                                 6.259000e+09  5.055000e+09   
Change In Cash                             6.000000e+09 -2.300000e+08   
Repurchase Of Stock                       -1.300000e+09 -1.300000e+09   
Total Cash From Operating Activities       8.100000e+09  9.458000e+09   
Depreciation                               3.700000e+09  4.433000e+09   
Dividends Paid                            -2.700000e+09 -2.567000e+09   
Change To Netincome                       -9.590000e+08 -2.900000e+07   
Capital Expenditures                      -2.000000e+09 -2.606000e+09   
Investments                                         NaN  4.160000e+08   
Effect Of Exchange Rate                             NaN -9.000000e+06   
Other Cashflows From Investing Activities           NaN  1.200000e+07   
Change To Inventory                                 NaN -1.770000e+08   
Change To Account Receivables                       NaN -1.856000e+09   
Other Cashflows From Financing Activities           NaN -2.000000e+06   

                                             2021-09-30    2021-06-30  
Change To Liabilities                      9.100000e+07  2.152000e+09  
Total Cashflows From Investing Activities -1.341000e+09 -1.572000e+09  
Net Borrowings                            -5.628000e+09 -2.463000e+09  
Total Cash From Financing Activities      -8.825000e+09 -4.945000e+09  
Change To Operating Activities            -1.990000e+08  2.300000e+07  
Issuance Of Stock                          2.830000e+08  1.060000e+08  
Net Income                                 6.111000e+09  3.082000e+09  
Change In Cash                            -1.663000e+09  4.240000e+08  
Repurchase Of Stock                       -6.180000e+08 -6.180000e+08  
Total Cash From Operating Activities       8.579000e+09  6.954000e+09  
Depreciation                               4.304000e+09  4.522000e+09  
Dividends Paid                            -2.571000e+09 -2.573000e+09  
Change To Netincome                       -1.303000e+09 -4.420000e+08  
Capital Expenditures                      -1.907000e+09 -1.797000e+09  
Investments                                5.000000e+06  6.000000e+06  
Effect Of Exchange Rate                   -7.600000e+07 -1.300000e+07  
Other Cashflows From Investing Activities  3.500000e+08  1.400000e+07  
Change To Inventory                        1.180000e+08 -5.220000e+08  
Change To Account Receivables             -9.670000e+08 -1.898000e+09  
Other Cashflows From Financing Activities -8.000000e+06 -1.500000e+07  ]
['quarterly_earnings',              Revenue    Earnings
Quarter                         
2Q2021   36117000000  3082000000
3Q2021   42552000000  6111000000
4Q2021   45861000000  5055000000
1Q2022   52314000000  6259000000]
['quarterly_financials',                                            2022-03-31     2021-12-31  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                        9054000000.0   6985000000.0   
Minority Interest                                 NaN    873000000.0   
Net Income                               6259000000.0   5055000000.0   
Selling General Administrative           6669000000.0   6864000000.0   
Gross Profit                            19665000000.0  18520000000.0   
Ebit                                     7131000000.0   5283000000.0   
Operating Income                         7131000000.0   5283000000.0   
Other Operating Expenses                 2002000000.0   1782000000.0   
Interest Expense                         -136000000.0   -155000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                       2777000000.0   1903000000.0   
Total Revenue                           52314000000.0  45861000000.0   
Total Operating Expenses                45183000000.0  40578000000.0   
Cost Of Revenue                         32649000000.0  27341000000.0   
Total Other Income Expense Net           1923000000.0   1702000000.0   
Discontinued Operations                          None           None   
Net Income From Continuing Ops           6277000000.0   5082000000.0   
Net Income Applicable To Common Shares   6259000000.0   5055000000.0   

                                           2021-09-30     2021-06-30  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                        8055000000.0   4422000000.0  
Minority Interest                         860000000.0    729000000.0  
Net Income                               6111000000.0   3082000000.0  
Selling General Administrative           6110000000.0   6160000000.0  
Gross Profit                            18718000000.0  15488000000.0  
Ebit                                     6063000000.0   3131000000.0  
Operating Income                         6063000000.0   3131000000.0  
Other Operating Expenses                 2083000000.0   1562000000.0  
Interest Expense                         -174000000.0   -185000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                       1940000000.0   1328000000.0  
Total Revenue                           42552000000.0  36117000000.0  
Total Operating Expenses                36489000000.0  32986000000.0  
Cost Of Revenue                         23834000000.0  20629000000.0  
Total Other Income Expense Net           1992000000.0   1291000000.0  
Discontinued Operations                          None           None  
Net Income From Continuing Ops           6115000000.0   3094000000.0  
Net Income Applicable To Common Shares   6111000000.0   3082000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  54780688    2021-12-30   
1              Select Sector SPDR Fund-Energy Select  51246464    2022-01-30   
2                            Vanguard 500 Index Fund  40823519    2021-12-30   
3                             SPDR S&P 500 ETF Trust  20503512    2022-01-30   
4                            Fidelity 500 Index Fund  19741038    2022-02-27   
5                           iShares Core S&P 500 ETF  16032863    2022-01-30   
6                    Vanguard Index-Value Index Fund  14729977    2021-12-30   
7  Vanguard Institutional Index Fund-Institutiona...  14524646    2021-12-30   
8                   Washington Mutual Investors Fund  12690652    2022-01-30   
9               Franklin Custodian Funds-Income Fund  12000000    2021-12-30   

    % Out       Value  
0  0.0279  6428513736  
1  0.0261  6730198117  
2  0.0208  4790639954  
3  0.0104  2692726230  
4  0.0100  2842709472  
5  0.0082  2105595897  
6  0.0075  1728562800  
7  0.0074  1704467208  
8  0.0065  1666663327  
9  0.0061  1408200000  ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.63
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       9.95
environmentPercentile                    0
animalTesting                         True
tobacco                              False
totalEsg                                43
highestControversy                       3
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           92.22
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     22.42
governancePercentile                     0
militaryContract                     False]
symbol: CTRA
sector: Energy
Index: SP500
vol_30d_2yr: 166901859.9609375
Sector 1YMF: -5.129997253417969
1YMF: -5.129997253417969
risk trend factor: -0.5064163552240363
          beta currentRatio debtToEquity dividendRate dividendYield  \
CTRA -0.189215        1.751       29.377          0.6        0.0201   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
CTRA          2.487  2364999936       0.64441  7.722689   1148249984   

     grossMargins grossProfits heldPercentInstitutions       industry  \
CTRA      0.77684   2851000000                 0.94558  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CTRA  22430345216        1667000064          0.45559       0.182     0.09   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CTRA    4.737113                     6.111811       0.31553      1.699   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CTRA        0.08557        0.16538         4.191           7.296  Energy   

     sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
CTRA         813577984        3.2  1036000000             1.273  3463000064   

     totalRevenue trailingPE  
CTRA   3670000128  31.365187  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	26.540001	28.387845	33.230635	38.073425	29.960952	3.127376	23.706199	36.215704

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CTRA	1.576163	26.540001	166901859.960938	0.550516	0.345461	0.448893

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 9.14798122065995 10.976081716541326
test cv mean error, stdev (10 folds): 10.006804995399234 11.153853405723973
sell date: 2022-06-24
expected return: 0.022024965342179896
discounted return: 0.007288405208153881
quarter return: 1.9505307764744872

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            1.091100e+10  1.823373e+09  1.815770e+09   
Total Liab                 8.112000e+09  2.404585e+09  2.310672e+09   
Total Stockholder Equity   1.173800e+10  2.326112e+09  2.299895e+09   
Deferred Long Term Liab    5.000000e+06  5.329000e+06  5.844000e+06   
Other Current Liab         1.880000e+08  2.128940e+08  7.719900e+07   
Total Assets               1.990000e+10  4.730697e+09  4.610567e+09   
Common Stock               8.900000e+07  4.786200e+07  4.786200e+07   
Other Current Assets       2.400000e+07  1.323500e+07  1.540000e+07   
Retained Earnings          2.563000e+09  2.276071e+09  2.257320e+09   
Other Liab                 3.512000e+09  9.650310e+08  9.577370e+08   
Treasury Stock            -1.825000e+09 -1.821194e+09 -1.821057e+09   
Other Assets               7.200000e+07  3.109900e+07  3.170800e+07   
Cash                       1.036000e+09  7.627000e+07  1.581470e+08   
Total Current Liabilities  1.220000e+09  4.660100e+08  3.786840e+08   
Other Stockholder Equity   1.000000e+06  2.007000e+06  2.144000e+06   
Property Plant Equipment   1.769200e+10  4.256875e+09  4.182793e+09   
Total Current Assets       2.136000e+09  4.427230e+08  3.960660e+08   
Net Tangible Assets        1.173800e+10  2.326112e+09  2.299895e+09   
Net Receivables            1.037000e+09  3.404370e+08  2.051240e+08   
Long Term Debt             3.125000e+09  9.465090e+08  9.463160e+08   
Inventory                  3.900000e+07  1.278100e+07  1.739500e+07   
Accounts Payable           7.470000e+08  2.271920e+08  1.662560e+08   
Short Long Term Debt                NaN           NaN  1.000000e+08   

                             2021-03-31  
Capital Surplus            1.808232e+09  
Total Liab                 2.244882e+09  
Total Stockholder Equity   2.305970e+09  
Deferred Long Term Liab    6.360000e+06  
Other Current Liab         1.989500e+07  
Total Assets               4.550852e+09  
Common Stock               4.783800e+07  
Other Current Assets       2.198400e+07  
Retained Earnings          2.270819e+09  
Other Liab                 9.549700e+08  
Treasury Stock            -1.820919e+09  
Other Assets               3.078400e+07  
Cash                       1.736590e+08  
Total Current Liabilities  3.150920e+08  
Other Stockholder Equity   2.282000e+06  
Property Plant Equipment   4.108153e+09  
Total Current Assets       4.119150e+08  
Net Tangible Assets        2.305970e+09  
Net Receivables            2.004020e+08  
Long Term Debt             9.461230e+08  
Inventory                  1.587000e+07  
Accounts Payable           1.691010e+08  
Short Long Term Debt       1.000000e+08  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Change To Liabilities                      -17390000.0   76262000.0   
Total Cashflows From Investing Activities  771721000.0 -183894000.0   
Net Borrowings                              -2000000.0 -100000000.0   
Total Cash From Financing Activities      -764618000.0 -143963000.0   
Change To Operating Activities              17176000.0   -9218000.0   
Net Income                                 938468000.0   62714000.0   
Change In Cash                             959440000.0  -82663000.0   
Repurchase Of Stock                       -108431000.0 -108431000.0   
Total Cash From Operating Activities       952337000.0  245194000.0   
Depreciation                               410014000.0   97289000.0   
Dividends Paid                            -652187000.0  -43963000.0   
Change To Inventory                          2511000.0    4614000.0   
Change To Account Receivables             -159015000.0 -102009000.0   
Other Cashflows From Financing Activities   -2000000.0   -2000000.0   
Change To Netincome                       -320852000.0  148138000.0   
Capital Expenditures                      -268960000.0 -184101000.0   

                                            2021-06-30   2021-03-31  
Change To Liabilities                      -15297000.0    3425000.0  
Total Cashflows From Investing Activities -151302000.0 -123525000.0  
Net Borrowings                            -100000000.0  -88000000.0  
Total Cash From Financing Activities       -43963000.0 -133456000.0  
Change To Operating Activities               4956000.0  -13914000.0  
Net Income                                  30464000.0  126354000.0  
Change In Cash                             -16323000.0   33546000.0  
Repurchase Of Stock                       -108431000.0   -5569000.0  
Total Cash From Operating Activities       178942000.0  290527000.0  
Depreciation                                91549000.0   94148000.0  
Dividends Paid                             -43963000.0  -39887000.0  
Change To Inventory                         -1525000.0    -600000.0  
Change To Account Receivables               15143000.0   16881000.0  
Other Cashflows From Financing Activities   -2000000.0   -2000000.0  
Change To Netincome                         92703000.0   40011000.0  
Capital Expenditures                      -151322000.0 -123617000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021    472918000  126354000
2Q2021    411788000   30464000
3Q2021    641678000   62714000
4Q2021   2143616000  938468000]
['quarterly_financials',                                           2021-12-31   2021-09-30  \
Research Development                            None         None   
Effect Of Accounting Charges                    None         None   
Income Before Tax                       1214465000.0   83216000.0   
Minority Interest                               None         None   
Net Income                               938468000.0   62714000.0   
Selling General Administrative            95410000.0   24998000.0   
Gross Profit                            1797984000.0  471530000.0   
Ebit                                    1298389000.0  135756000.0   
Operating Income                        1298389000.0  135756000.0   
Other Operating Expenses                 -14836000.0  209489000.0   
Interest Expense                         -24488000.0  -12577000.0   
Extraordinary Items                             None         None   
Non Recurring                                   None         None   
Other Items                                     None         None   
Income Tax Expense                       275997000.0   20502000.0   
Total Revenue                           2143616000.0  641678000.0   
Total Operating Expenses                 845227000.0  505922000.0   
Cost Of Revenue                          345632000.0  170148000.0   
Total Other Income Expense Net           -83924000.0  -52540000.0   
Discontinued Operations                         None         None   
Net Income From Continuing Ops           938468000.0   62714000.0   
Net Income Applicable To Common Shares   935468000.0   62714000.0   

                                         2021-06-30   2021-03-31  
Research Development                           None         None  
Effect Of Accounting Charges                   None         None  
Income Before Tax                        41304000.0  163015000.0  
Minority Interest                              None         None  
Net Income                               30464000.0  126354000.0  
Selling General Administrative           16837000.0   26755000.0  
Gross Profit                            262146000.0  319340000.0  
Ebit                                     60088000.0  177767000.0  
Operating Income                         60088000.0  177767000.0  
Other Operating Expenses                 91304000.0   18043000.0  
Interest Expense                        -12558000.0  -12377000.0  
Extraordinary Items                            None         None  
Non Recurring                                  None         None  
Other Items                                    None         None  
Income Tax Expense                       10840000.0   36661000.0  
Total Revenue                           411788000.0  472918000.0  
Total Operating Expenses                351700000.0  295151000.0  
Cost Of Revenue                         149642000.0  153578000.0  
Total Other Income Expense Net          -18784000.0  -14752000.0  
Discontinued Operations                        None         None  
Net Income From Continuing Ops           30464000.0  126354000.0  
Net Income Applicable To Common Shares   30464000.0  126354000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0              Select Sector SPDR Fund-Energy Select  23925372    2022-01-30   
1             Vanguard Total Stock Market Index Fund  23123140    2021-12-30   
2                      Vanguard Small-Cap Index Fund  20493160    2021-12-30   
3                            Vanguard 500 Index Fund  17229139    2021-12-30   
4                   Washington Mutual Investors Fund  16985001    2022-01-30   
5           Vanguard Fenway Funds-Equity Income Fund  16267453    2021-12-30   
6                         Income Fund of America Inc  13333912    2022-01-30   
7               Vanguard Small-Cap Growth Index Fund  12758989    2021-12-30   
8  Victory Portfolios-Sycamore Established Value ...  12049383    2022-01-30   
9                          Fundamental Investors Inc  11357657    2021-12-30   

    % Out      Value  
0  0.0297  523965646  
1  0.0287  439339660  
2  0.0254  389370040  
3  0.0214  327353641  
4  0.0211  371971521  
5  0.0202  309081607  
6  0.0165  292012672  
7  0.0158  242420791  
8  0.0150  263881487  
9  0.0141  215795483  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          14.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       9.28
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             46.68
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                           95.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.39
governancePercentile                     0
militaryContract                     False]
symbol: DLTR
sector: Consumer Defensive
Index: SP500
vol_30d_2yr: 54464099.8046875
Sector 1YMF: -24.44001007080078
1YMF: -24.44001007080078
risk trend factor: -0.5098041868097398
          beta currentRatio debtToEquity earningsGrowth      ebitda  \
DLTR  0.702813        1.464      120.278          0.481  2793100032   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
DLTR       0.10444  16.121374     83287504       0.3037   7746100000   

     heldPercentInstitutions         industry    marketCap operatingCashflow  \
DLTR                 1.01262  Discount Stores  33703608320        1413799936   

     operatingMargins payoutRatio pegRatio priceToBook  \
DLTR          0.07706           0     1.15    4.106654   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DLTR                     1.260226       0.05571      0.284        0.05933   

     returnOnEquity revenueGrowth revenuePerShare              sector  \
DLTR        0.19035         0.065         118.376  Consumer Defensive   

     sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
DLTR         224556000       1.34  1218499968             5.426  9912699904   

     totalRevenue trailingPE  
DLTR  26744100864  22.869114  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	150.089996	127.330989	151.813809	176.296629	158.647302	10.32126	138.004781	179.289823

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DLTR	1.139688	150.089996	54464099.804688	0.708383	0.508611	0.437414

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 229.2774322108454 335.5590360408042
test cv mean error, stdev (10 folds): 230.18291994580483 351.92450158537497
sell date: 2022-06-24
expected return: -0.0157532659049958
discounted return: -0.005278906452832355
quarter return: 0.6145003391173828

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.41
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile             None
peerCount                      57
governanceScore              4.27
environmentPercentile        None
animalTesting               False
tobacco                     False
totalEsg                    15.08
highestControversy              2
esgPerformance         UNDER_PERF
coal                        False
pesticides                  False
adult                       False
percentile                   9.94
peerGroup               Retailing
smallArms                   False
environmentScore              3.4
governancePercentile         None
militaryContract            False]
symbol: EXLS
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3597554.296875
Sector 1YMF: -13.410011291503906
1YMF: -13.410011291503906
risk trend factor: -0.516763501677879
Empty DataFrame
Columns: []
Index: [EXLS]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	134.259995	126.522812	140.06127	153.599727	140.494604	6.235211	128.024183	152.965025

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
EXLS	1.162846	134.259995	3597554.296875	0.786612	0.946996	0.378357

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 195.43581236748193 180.93710911963225
test cv mean error, stdev (10 folds): 207.63430624701405 185.40557073013994
sell date: 2022-08-26
expected return: 0.0346023544217277
discounted return: 0.0005155442755926387
quarter return: 1.0485600598459583

['options', ('2022-07-15',)]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 24813862.890625
Sector 1YMF: -14.360000610351562
1YMF: -14.360000610351562
risk trend factor: -0.5396467599014401
          beta currentRatio debtToEquity dividendRate dividendYield  \
PDCE  2.747277        0.575       34.654          1.4        0.0193   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PDCE  1255468032       0.45227  3.352418    598676224      0.89205   

     grossProfits heldPercentInstitutions       industry   marketCap  \
PDCE   2111095000                 0.97879  Oil & Gas E&P  6742601728   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PDCE        1683784960          0.21746      0.1225     0.15    2.349685   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PDCE                      2.42894        0.1799      0.555        0.06877   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PDCE        0.18662         0.877          28.416  Energy          99272704   

     shortRatio  totalCash totalCashPerShare  totalDebt totalRevenue  \
PDCE       5.79  171156992             1.794  958110016   2775943936   

     trailingPE  
PDCE  13.489574  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	64.779999	63.693839	77.329841	90.965843	73.805873	5.730229	62.345416	85.26633

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PDCE	1.314132	64.779999	24813862.890625	0.689138	0.390825	0.487351

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 66.24561130493544 64.85907656292328
test cv mean error, stdev (10 folds): 70.97253191847695 66.19371421688827
sell date: 2022-08-26
expected return: 0.2620658318403486
discounted return: 0.003532739518863126
quarter return: 1.3832548275684022

['options', ('2022-07-15', '2022-12-16')]
symbol: SAFT
sector: Financial Services
Index: SP600
vol_30d_2yr: 1389322.8515625
Sector 1YMF: -6.500007629394531
1YMF: -6.500007629394531
risk trend factor: -0.5453023882169435
         beta currentRatio debtToEquity dividendRate dividendYield  \
SAFT  0.32598        0.362         6.16          3.6        0.0431   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
SAFT         -0.388  171688000       0.19402  20.597727    117472752   

     grossMargins grossProfits heldPercentInstitutions  \
SAFT      0.18622    164792000                 0.82232   

                           industry   marketCap operatingCashflow  \
SAFT  Insurance—Property & Casualty  1357836800         141394000   

     operatingMargins payoutRatio priceToBook priceToSalesTrailing12Months  \
SAFT          0.18622       0.521    1.463096                     1.534433   

     profitMargins quickRatio returnOnAssets returnOnEquity revenueGrowth  \
SAFT       0.14771      0.256        0.04938        0.14428        -0.037   

     revenuePerShare              sector sharesOutstanding shortRatio  \
SAFT          59.675  Financial Services          14982200       2.86   

     totalCash totalCashPerShare totalDebt totalRevenue trailingPE  
SAFT  63603000             4.335  57115000    884910976    8.88007  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	89.279999	86.491894	90.865079	95.238265	89.492857	2.644866	84.203125	94.782589

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SAFT	1.224409	89.279999	1389322.851562	0.813017	0.269829	0.424873

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 47.8101573631191 50.640015715551954
test cv mean error, stdev (10 folds): 51.985035968313674 51.275015122121
sell date: 2022-08-12
expected return: 0.04790972663464705
discounted return: 0.0009003559134399541
quarter return: 1.0863196084034843

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          7.302400e+07  7.644500e+07  7.443200e+07   
Capital Surplus            2.160700e+08  2.145760e+08  2.130790e+08   
Total Liab                 1.190218e+09  1.216651e+09  1.187604e+09   
Total Stockholder Equity   9.271730e+08  9.280770e+08  9.202990e+08   
Other Current Liab         4.241170e+08  4.368100e+08  4.320800e+08   
Total Assets               2.117391e+09  2.144728e+09  2.107903e+09   
Common Stock               1.780000e+05  1.780000e+05  1.780000e+05   
Other Current Assets       1.163020e+08  1.198060e+08  1.188030e+08   
Retained Earnings          8.217430e+08  8.032480e+08  7.919210e+08   
Other Liab                 4.669800e+07  3.272100e+07  2.428000e+07   
Treasury Stock            -1.108180e+08 -8.992500e+07 -8.487900e+07   
Other Assets               2.746100e+07  5.027100e+07  5.177200e+07   
Cash                       6.360300e+07  4.470300e+07  8.236400e+07   
Total Current Liabilities  1.091144e+09  1.127828e+09  1.107200e+09   
Other Stockholder Equity   2.457900e+07  3.390900e+07  3.895500e+07   
Property Plant Equipment   5.055700e+07  2.731300e+07  2.857300e+07   
Total Current Assets       3.952140e+08  3.943510e+08  4.317520e+08   
Long Term Investments      1.571135e+09  1.596348e+09  1.521374e+09   
Net Tangible Assets        9.271730e+08  9.280770e+08  9.202990e+08   
Net Receivables            2.153090e+08  2.298420e+08  2.305850e+08   
Long Term Debt             3.000000e+07  3.000000e+07  3.000000e+07   
Accounts Payable           6.622880e+08  6.898070e+08  6.726710e+08   
Short Term Investments              NaN           NaN           NaN   

                             2021-03-31  
Intangible Assets          7.230300e+07  
Capital Surplus            2.116380e+08  
Total Liab                 1.155407e+09  
Total Stockholder Equity   8.902530e+08  
Other Current Liab         4.184420e+08  
Total Assets               2.045660e+09  
Common Stock               1.780000e+05  
Other Current Assets       1.251720e+08  
Retained Earnings          7.677440e+08  
Other Liab                 2.594200e+07  
Treasury Stock            -8.930700e+07  
Other Assets               4.907900e+07  
Cash                       5.156300e+07  
Total Current Liabilities  1.073364e+09  
Other Stockholder Equity   3.452700e+07  
Property Plant Equipment   2.980100e+07  
Total Current Assets       3.889220e+08  
Long Term Investments      1.505555e+09  
Net Tangible Assets        8.902530e+08  
Net Receivables            2.117400e+08  
Long Term Debt             3.000000e+07  
Accounts Payable           6.512220e+08  
Short Term Investments     4.470000e+05  ]
['quarterly_cashflow',                                            2021-12-31  2021-09-30  2021-06-30  \
Investments                                14386000.0 -70860000.0  -3349000.0   
Change To Liabilities                      -8686000.0  13090000.0  27906000.0   
Total Cashflows From Investing Activities  13016000.0 -72290000.0  -5901000.0   
Total Cash From Financing Activities      -24926000.0 -13365000.0 -13365000.0   
Change To Operating Activities              4095000.0  11949000.0   6046000.0   
Net Income                                 32049000.0  24820000.0  37667000.0   
Change In Cash                             18900000.0 -37661000.0  30801000.0   
Repurchase Of Stock                       -11563000.0 -11563000.0 -11563000.0   
Total Cash From Operating Activities       30810000.0  47994000.0  50067000.0   
Depreciation                                1903000.0   1577000.0   1533000.0   
Dividends Paid                            -13363000.0 -13365000.0 -13365000.0   
Change To Account Receivables              12821000.0   -552000.0 -12307000.0   
Change To Netincome                        -7221000.0   -568000.0  -9688000.0   
Capital Expenditures                       -1370000.0  -1430000.0  -2552000.0   

                                           2021-03-31  
Investments                                 2059000.0  
Change To Liabilities                     -43600000.0  
Total Cashflows From Investing Activities   -814000.0  
Total Cash From Financing Activities      -13915000.0  
Change To Operating Activities             15448000.0  
Net Income                                 36174000.0  
Change In Cash                             -2206000.0  
Repurchase Of Stock                       -11563000.0  
Total Cash From Operating Activities       12523000.0  
Depreciation                                1883000.0  
Dividends Paid                            -13915000.0  
Change To Account Receivables               8232000.0  
Change To Netincome                       -11948000.0  
Capital Expenditures                       -2873000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
1Q2021   221908000  36174000
2Q2021   222875000  37667000
3Q2021   213708000  24820000
4Q2021   226420000  32049000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        40358000.0   31157000.0   47495000.0   
Minority Interest                              None         None         None   
Net Income                               32049000.0   24820000.0   37667000.0   
Selling General Administrative                 None         None         None   
Gross Profit                             40490000.0   31288000.0   47625000.0   
Ebit                                     40490000.0   31288000.0   47625000.0   
Operating Income                         40490000.0   31288000.0   47625000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                          -132000.0    -131000.0    -130000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                        8309000.0    6337000.0    9828000.0   
Total Revenue                           226420000.0  213708000.0  222875000.0   
Total Operating Expenses                185930000.0  182420000.0  175250000.0   
Cost Of Revenue                         185930000.0  182420000.0  175250000.0   
Total Other Income Expense Net            -132000.0    -131000.0    -130000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           32049000.0   24820000.0   37667000.0   
Net Income Applicable To Common Shares   33058000.0   24713000.0   37501000.0   

                                         2021-03-31  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                        45260000.0  
Minority Interest                              None  
Net Income                               36174000.0  
Selling General Administrative                 None  
Gross Profit                             45389000.0  
Ebit                                     45389000.0  
Operating Income                         45389000.0  
Other Operating Expenses                       None  
Interest Expense                          -129000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        9086000.0  
Total Revenue                           221908000.0  
Total Operating Expenses                176519000.0  
Cost Of Revenue                         176519000.0  
Total Other Income Expense Net            -129000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops           36174000.0  
Net Income Applicable To Common Shares   36011000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  1002230    2022-01-30   
1             Vanguard Total Stock Market Index Fund   405774    2021-12-30   
2                      Vanguard Small-Cap Index Fund   365625    2021-12-30   
3                           iShares Russell 2000 ETF   334305    2022-01-30   
4                 iShares S&P Smallcap 600 Value ETF   235343    2022-01-30   
5                Vanguard Small Cap Value Index Fund   227260    2021-12-30   
6                Vanguard Extended Market Index Fund   183794    2021-12-30   
7  Schwab Strategic Tr-Schwab U.S. Dividend Equit...   165034    2022-02-27   
8  SSgA SPDR ETFS Europe I-SPDR S&P Glbl Div Aris...   163308    2022-02-27   
9                     iShares Russell 2000 Value ETF   155313    2022-01-30   

    % Out     Value  
0  0.0680  82513595  
1  0.0275  34502963  
2  0.0248  31089093  
3  0.0227  27523330  
4  0.0160  19375789  
5  0.0154  19323917  
6  0.0125  15628003  
7  0.0112  13770436  
8  0.0111  13626419  
9  0.0105  12786919  ]
['options', ('2022-08-19',)]
symbol: RRC
sector: Energy
Index: SP400
vol_30d_2yr: 120549255.6640625
Sector 1YMF: -6.6699981689453125
1YMF: -6.6699981689453125
risk trend factor: -0.5642977510548108
         beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
RRC  1.988656        0.246      162.685  458860992       0.11425  5.124756   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
RRC    838692352      0.57877   1937478000                 0.87178   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
RRC  Oil & Gas E&P  7092963328        1090109952          0.02264           0   

    pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
RRC     0.29    3.976706                     1.766035      -0.01797   

    quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
RRC      0.238        0.00892       -0.04423         0.637          16.483   

     sector sharesOutstanding shortRatio  totalCash totalCashPerShare  \
RRC  Energy         269796992       3.45  112931000             0.453   

      totalDebt totalRevenue  
RRC  2603130112   4016321024  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	26.290001	26.463464	32.556032	38.6486	31.029206	2.69788	25.633446	36.424967

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
RRC	0.930726	26.290001	120549255.664062	0.655439	0.472816	0.488191

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 11.350390166821414 13.920119245774876
test cv mean error, stdev (10 folds): 12.432072852818898 14.151900226937626
sell date: 2022-06-24
expected return: 2.7003482450182074e-05
discounted return: 9.001079797066325e-06
quarter return: 1.0008284385802946

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           None
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       None
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             33.07
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           72.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                      None
governancePercentile                  None
militaryContract                     False]
symbol: HES
sector: Energy
Index: SP500
vol_30d_2yr: 48039294.53125
Sector 1YMF: -18.849990844726562
1YMF: -18.849990844726562
risk trend factor: -0.5769815579795349
         beta currentRatio debtToEquity dividendRate dividendYield  \
HES  1.670145        1.418      122.347          1.5        0.0146   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
HES          0.634  3804000000       0.49454  9.368695   1165250048   

    grossMargins grossProfits heldPercentInstitutions       industry  \
HES      0.71425   5267000000                 0.85667  Oil & Gas E&P   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
HES  33535475712        2143000064           0.3007      0.4828     0.18   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
HES    5.288631                     4.359786       0.09412      1.257   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
HES        0.07461         0.1547          0.21           24.96  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
HES         311263008       2.98  1370000000             4.424  8622999552   

    totalRevenue trailingPE  
HES   7692000256  46.161095  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	102.870003	107.522864	120.951428	134.379992	113.081428	7.84924	97.382949	128.779908

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HES	1.067832	102.870003	48039294.53125	0.704306	0.762574	0.442601

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 184.0530515063362 131.95907753379447
test cv mean error, stdev (10 folds): 199.07108097023448 129.12625342692718
sell date: 2022-09-16
expected return: 0.18785558419968673
discounted return: 0.0019806906069381736
quarter return: 1.19966614976527

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           6.36
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.97
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             31.78
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           68.13
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.44
governancePercentile                  None
militaryContract                     False]
symbol: VRTX
sector: Healthcare
Index: SP500
vol_30d_2yr: 38800428.125
Sector 1YMF: -30.810012817382812
1YMF: -30.810012817382812
risk trend factor: -0.6309648097901237
          beta currentRatio debtToEquity earningsGrowth      ebitda  \
VRTX  0.549001        4.752        7.999          0.189  3061199872   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
VRTX       0.38517  17.509398   1882163968       0.4956   3619100000   

     heldPercentInstitutions       industry    marketCap operatingCashflow  \
VRTX                 0.94064  Biotechnology  69097603072        2678700032   

     operatingMargins payoutRatio pegRatio priceToBook  \
VRTX          0.36848           0     1.59    6.330725   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
VRTX                     8.694147       0.30841      4.372        0.13881   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
VRTX         0.2465         0.216           30.97  Healthcare   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
VRTX         255756000       2.03  8238099968            32.211  872499968   

     totalRevenue trailingPE  
VRTX   7947599872  28.513985  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	263.089996	245.480961	263.090794	280.700626	264.090635	12.86454	238.361554	289.819715

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VRTX	0.879467	263.089996	38800428.125	0.668594	0.264015	0.438798

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 1124.977474329419 1540.4240793387437
test cv mean error, stdev (10 folds): 1046.6925873956766 1594.6105446745732
sell date: 2022-09-23
expected return: 0.07729698315028159
discounted return: 0.0007923894187280567
quarter return: 1.0755917327908011

['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      15.22
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                  None
peerCount                           83
governanceScore                    7.4
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         23.33
highestControversy                   2
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       36.46
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  0.71
governancePercentile              None
militaryContract                 False]
symbol: HALO
sector: Healthcare
Index: SP400
vol_30d_2yr: 23895179.6875
Sector 1YMF: -7.439998626708984
1YMF: -7.439998626708984
risk trend factor: -0.6397246726921165
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
HALO  1.317156        7.907       446.55         -0.093  277299008   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
HALO       0.62552  17.074625    197384992      0.73588    326225000   

     heldPercentInstitutions       industry   marketCap operatingCashflow  \
HALO                  0.9669  Biotechnology  6442413056         299440000   

     operatingMargins payoutRatio pegRatio priceToBook  \
HALO          0.62237           0     0.92   22.891445   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
HALO                    14.532523       0.90842      7.101        0.20475   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
HALO        2.31442        -0.162           3.152  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
HALO         140787008       8.67  740921984             5.381  879494016   

     totalRevenue trailingPE  
HALO    443310016  16.454514  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	44.139999	42.492536	44.943651	47.394766	42.266984	2.620388	37.026208	47.50776

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HALO	0.928279	44.139999	23895179.6875	0.628597	0.811654	0.443799

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 24.15045102354766 24.173104028292965
test cv mean error, stdev (10 folds): 26.226304209301514 24.400247241995316
sell date: 2022-09-23
expected return: 0.02376342898228762
discounted return: 0.0002498766771914518
quarter return: 1.0232519914770084

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   2.563470e+08  4.072290e+08  4.618970e+08   
Total Liab                        9.074760e+08  9.037460e+08  9.061150e+08   
Total Stockholder Equity          1.969530e+08  2.816740e+08  1.197480e+08   
Other Current Liab                1.746000e+06  2.245000e+06  1.247000e+06   
Total Assets                      1.104429e+09  1.185420e+09  1.025863e+09   
Common Stock                      1.380000e+05  1.410000e+05  1.420000e+05   
Retained Earnings                -5.891200e+07 -1.256820e+08 -3.422670e+08   
Other Liab                        2.965000e+06  2.530000e+06  4.026000e+06   
Treasury Stock                   -6.200000e+05 -1.400000e+04 -2.400000e+04   
Other Assets                      1.693480e+08  1.585330e+08  1.598100e+07   
Cash                              1.187190e+08  4.916830e+08  4.469660e+08   
Total Current Liabilities         1.171470e+08  1.131530e+08  1.142510e+08   
Deferred Long Term Asset Charges  1.554340e+08  1.424810e+08           NaN   
Short Long Term Debt              8.941900e+07  8.925100e+07  8.916700e+07   
Other Stockholder Equity         -6.200000e+05 -1.400000e+04 -2.400000e+04   
Property Plant Equipment          8.794000e+06  9.588000e+06  1.013200e+07   
Total Current Assets              9.262870e+08  1.017299e+09  9.997500e+08   
Net Tangible Assets               1.969530e+08  2.816740e+08  1.197480e+08   
Short Term Investments            6.222030e+08  3.242370e+08  3.083430e+08   
Net Receivables                   9.097500e+07  1.120990e+08  1.531960e+08   
Long Term Debt                    7.872550e+08  7.864540e+08  7.855710e+08   
Inventory                         5.390800e+07  5.597800e+07  5.855400e+07   
Accounts Payable                  1.541000e+06  3.322000e+06  4.563000e+06   

                                   2021-03-31  
Capital Surplus                   501186000.0  
Total Liab                        898987000.0  
Total Stockholder Equity           67595000.0  
Other Current Liab                  1746000.0  
Total Assets                      966582000.0  
Common Stock                         143000.0  
Retained Earnings                -433725000.0  
Other Liab                          4337000.0  
Treasury Stock                        -9000.0  
Other Assets                       14497000.0  
Cash                              499450000.0  
Total Current Liabilities         107421000.0  
Deferred Long Term Asset Charges          NaN  
Short Long Term Debt               89042000.0  
Other Stockholder Equity              -9000.0  
Property Plant Equipment           10366000.0  
Total Current Assets              941719000.0  
Net Tangible Assets                67595000.0  
Short Term Investments            264856000.0  
Net Receivables                    88391000.0  
Long Term Debt                    784731000.0  
Inventory                          58343000.0  
Accounts Payable                     535000.0  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Investments                               -299311000.0  -16458000.0   
Change To Liabilities                        3473000.0   -2513000.0   
Total Cashflows From Investing Activities -299469000.0  -16954000.0   
Total Cash From Financing Activities      -156011000.0  -60068000.0   
Change To Operating Activities              -5042000.0    -682000.0   
Issuance Of Stock                            4310000.0    4648000.0   
Net Income                                  66770000.0  216587000.0   
Change In Cash                            -372964000.0   44717000.0   
Repurchase Of Stock                       -160321000.0  -64716000.0   
Total Cash From Operating Activities        82516000.0  121739000.0   
Depreciation                                  773000.0     751000.0   
Change To Inventory                          2219000.0    2725000.0   
Change To Account Receivables               21124000.0   41097000.0   
Change To Netincome                         -7769000.0 -137194000.0   
Capital Expenditures                         -158000.0    -496000.0   
Other Cashflows From Financing Activities          NaN          NaN   
Net Borrowings                                     NaN          NaN   

                                           2021-06-30   2021-03-31  
Investments                               -44083000.0  -44980000.0  
Change To Liabilities                       6833000.0   -6626000.0  
Total Cashflows From Investing Activities -44616000.0  -45250000.0  
Total Cash From Financing Activities      -44757000.0  338701000.0  
Change To Operating Activities             -3496000.0   -2335000.0  
Issuance Of Stock                           3578000.0    3578000.0  
Net Income                                 91458000.0   27895000.0  
Change In Cash                            -52484000.0  351747000.0  
Repurchase Of Stock                       -48240000.0  -76781000.0  
Total Cash From Operating Activities       36889000.0   58296000.0  
Depreciation                                 735000.0     738000.0  
Change To Inventory                          -86000.0    2513000.0  
Change To Account Receivables             -64805000.0    9339000.0  
Change To Netincome                         5285000.0   26031000.0  
Capital Expenditures                        -533000.0    -270000.0  
Other Cashflows From Financing Activities    -95000.0    -329000.0  
Net Borrowings                                    NaN  415811000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
1Q2021    89022000   27895000
2Q2021   136455000   91458000
3Q2021   115830000  216587000
4Q2021   102003000   66770000]
['quarterly_financials',                                          2021-12-31   2021-09-30   2021-06-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        54810000.0   74106000.0   91516000.0   
Minority Interest                              None         None         None   
Net Income                               66770000.0  216587000.0   91458000.0   
Selling General Administrative           13774000.0   13169000.0   12321000.0   
Gross Profit                             70308000.0   88755000.0  105368000.0   
Ebit                                     56534000.0   75586000.0   93047000.0   
Operating Income                         56534000.0   75586000.0   93047000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -2055000.0   -1754000.0   -1752000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                      -11960000.0 -142481000.0      58000.0   
Total Revenue                           102003000.0  115830000.0  136455000.0   
Total Operating Expenses                 45469000.0   40244000.0   43408000.0   
Cost Of Revenue                          31695000.0   27075000.0   31087000.0   
Total Other Income Expense Net           -1724000.0   -1480000.0   -1531000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           66770000.0  216587000.0   91458000.0   
Net Income Applicable To Common Shares   66770000.0  216587000.0   91458000.0   

                                        2021-03-31  
Research Development                          None  
Effect Of Accounting Charges                  None  
Income Before Tax                       28086000.0  
Minority Interest                             None  
Net Income                              27895000.0  
Selling General Administrative          11059000.0  
Gross Profit                            61794000.0  
Ebit                                    50735000.0  
Operating Income                        50735000.0  
Other Operating Expenses                      None  
Interest Expense                        -1965000.0  
Extraordinary Items                           None  
Non Recurring                                 None  
Other Items                                   None  
Income Tax Expense                        191000.0  
Total Revenue                           89022000.0  
Total Operating Expenses                38287000.0  
Cost Of Revenue                         27228000.0  
Total Other Income Expense Net         -22649000.0  
Discontinued Operations                       None  
Net Income From Continuing Ops          27895000.0  
Net Income Applicable To Common Shares  27895000.0  ]
['mutualfund_holders',                                             Holder   Shares Date Reported  \
0                           Artisan Small Cap Fund  4559968    2021-12-30   
1           Vanguard Total Stock Market Index Fund  4001847    2021-12-30   
2                      iShares Core S&P Midcap ETF  3916016    2022-01-30   
3                    Vanguard Small-Cap Index Fund  3542071    2021-12-30   
4                         iShares Russell 2000 ETF  3147979    2022-01-30   
5             Vanguard Small-Cap Growth Index Fund  2205668    2021-12-30   
6                  JP Morgan Small Cap Growth Fund  2045628    2021-12-30   
7              Vanguard Extended Market Index Fund  1844833    2021-12-30   
8     SPDR (R) Ser Tr-SPDR (R) S&P (R) Biotech ETF  1788558    2022-01-30   
9  Delaware Group Equity Fds V-Small Cap Core Fund  1749009    2022-02-27   

    % Out      Value  
0  0.0331  183356313  
1  0.0290  160914267  
2  0.0284  135533313  
3  0.0257  142426674  
4  0.0228  108951553  
5  0.0160   88689910  
6  0.0148   82254701  
7  0.0134   74180734  
8  0.0130   61901992  
9  0.0127   62037349  ]
['options', ('2023-01-20',)]
symbol: CSL
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6905512.5
Sector 1YMF: -29.350021362304688
1YMF: -29.350021362304688
risk trend factor: -0.659254684314124
Empty DataFrame
Columns: []
Index: [CSL]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	234.559998	232.555741	252.299205	272.042669	250.260634	9.078125	232.104383	268.416885

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CSL	0.893561	234.559998	6905512.5	0.754731	0.961206	0.453537

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 497.44210311419135 367.56321843453946
test cv mean error, stdev (10 folds): 491.75238336768535 385.04157563310724
sell date: 2022-08-26
expected return: 0.13233119987916436
discounted return: 0.001884781796564594
quarter return: 1.1891475665568259

symbol: NFG
sector: Energy
Index: SP400
vol_30d_2yr: 10051408.984375
Sector 1YMF: -7.5399932861328125
1YMF: -7.5399932861328125
risk trend factor: -0.6904756914314619
        beta currentRatio debtToEquity dividendRate dividendYield  \
NFG  0.65625        0.335      153.726         1.82        0.0245   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
NFG           0.48  1072884992        0.5368  10.970457    493999136   

    grossMargins grossProfits heldPercentInstitutions              industry  \
NFG      0.59349   1095026000                 0.77105  Oil & Gas Integrated   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
NFG  6792414208         800038976          0.36285      0.3534     1.31   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
NFG    3.644438                     3.398482       0.23674      0.222   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
NFG        0.06076        0.23881         0.273          21.899  Energy   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
NFG          91455696       4.03  52569000             0.575  2864929024   

    totalRevenue trailingPE  
NFG   1998660992   14.41576  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	65.440002	66.196732	71.468095	76.739458	70.233492	2.539221	65.155049	75.311934

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
NFG	1.09896	65.440002	10051408.984375	0.723622	0.865522	0.460844

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 18.324751022896383 15.305701409078265
test cv mean error, stdev (10 folds): 19.906571799109706 15.171302246599126
sell date: 2022-08-05
expected return: 0.11401440923268055
discounted return: 0.0024022157322063364
quarter return: 1.2469976999759442

['options', ('2022-07-15',)]
symbol: CAL
sector: Consumer Cyclical
Index: SP600
vol_30d_2yr: 13624561.71875
Sector 1YMF: -7.140003204345703
1YMF: -7.140003204345703
risk trend factor: -0.6945527944974851
         beta currentRatio debtToEquity dividendRate dividendYield  \
CAL  2.094642        0.873      244.795         0.28        0.0094   

    earningsGrowth     ebitda ebitdaMargins forwardPE freeCashflow  \
CAL           7.25  304267264       0.10587  6.081197     54009248   

    grossMargins grossProfits heldPercentInstitutions                industry  \
CAL      0.44516   1227317000                 0.91787  Footwear & Accessories   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
CAL  1080626176         117749000          0.08979      0.0593     0.42   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CAL    2.925576                      0.37599       0.06311      0.201   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
CAL        0.08646        0.64377         0.151          78.491   

                sector sharesOutstanding shortRatio totalCash  \
CAL  Consumer Cyclical          37970000       5.05  33717000   

    totalCashPerShare  totalDebt totalRevenue trailingPE  
CAL             0.931  876433984   2874084096   6.039898  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	26.639999	22.439922	26.988988	31.538054	23.684434	3.140914	17.402605	29.966263

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CAL	1.602114	26.639999	13624561.71875	0.862213	0.419124	0.505546

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 17.44976259274631 17.138795077741438
test cv mean error, stdev (10 folds): 18.966261548169626 17.25730788695117
sell date: 2022-07-22
expected return: 0.14165672602882232
discounted return: 0.004282708433753113
quarter return: 1.481667086874155

['options', ('2022-08-19', '2022-12-16')]
symbol: UNM
sector: Financial Services
Index: SP400
vol_30d_2yr: 53508487.6953125
Sector 1YMF: -5.059993743896484
1YMF: -5.059993743896484
risk trend factor: -0.6950538380399589
         beta currentRatio debtToEquity dividendRate dividendYield  \
UNM  1.514215       24.407       30.875          1.2        0.0348   

    earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
UNM          0.179  1461100032       0.12162  6.720238    799987520   

    grossMargins grossProfits heldPercentInstitutions        industry  \
UNM      0.27461   3299100000                 0.88459  Insurance—Life   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
UNM  6924822528        1387500032          0.11165      0.2622     0.65   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
UNM     0.62269                     0.576406        0.0686      5.019   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
UNM        0.01191        0.07396        -0.303          58.824   

                 sector sharesOutstanding shortRatio   totalCash  \
UNM  Financial Services         204452992       2.79  1463000064   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
UNM             7.222  3524800000  12013800448   8.680163  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.560001	32.487871	35.250159	38.012447	33.449206	2.08965	29.269907	37.628506

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
UNM	0.872299	32.560001	53508487.695312	0.778725	0.43303	0.490172

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 20.100653539102222 26.485584963928066
test cv mean error, stdev (10 folds): 21.693368025080964 27.271432900194995
sell date: 2022-07-22
expected return: 0.047464583079583816
discounted return: 0.001497008475643824
quarter return: 1.1475414622098499

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.281000e+09  2.231500e+09  2.235700e+09   
Capital Surplus            2.408100e+09  2.398500e+09  2.386800e+09   
Total Liab                 5.869920e+10  5.947970e+10  5.986040e+10   
Total Stockholder Equity   1.141640e+10  1.111820e+10  1.094750e+10   
Other Current Liab         5.717000e+08  5.090000e+08  5.957000e+08   
Total Assets               7.011560e+10  7.059790e+10  7.080790e+10   
Common Stock               3.070000e+07  3.070000e+07  3.070000e+07   
Other Current Assets       1.152200e+10  1.170400e+10  1.202560e+10   
Retained Earnings          1.185320e+10  1.175480e+10  1.148760e+10   
Other Liab                 5.460270e+10  5.552930e+10  5.582330e+10   
Good Will                  3.522000e+08  3.521000e+08  3.533000e+08   
Treasury Stock            -2.875600e+09 -3.065800e+09 -2.957600e+09   
Other Assets               7.966200e+09  7.985200e+09  7.792900e+09   
Cash                       7.500000e+07  1.217000e+08  1.231000e+08   
Total Current Liabilities  5.943000e+08  5.090000e+08  5.957000e+08   
Other Stockholder Equity   3.541000e+08  1.139000e+08  2.221000e+08   
Property Plant Equipment   5.118000e+08  4.625000e+08  4.998000e+08   
Total Current Assets       1.450490e+10  1.484430e+10  1.537290e+10   
Long Term Investments      4.449950e+10  4.472230e+10  4.455330e+10   
Net Tangible Assets        1.106420e+10  1.076610e+10  1.059420e+10   
Short Term Investments     1.388000e+09  1.472700e+09  1.596600e+09   
Net Receivables            1.519900e+09  1.545900e+09  1.627600e+09   
Long Term Debt             3.442200e+09  3.441400e+09  3.441400e+09   

                             2021-03-31  
Intangible Assets          2.254800e+09  
Capital Surplus            2.380800e+09  
Total Liab                 5.868650e+10  
Total Stockholder Equity   1.057010e+10  
Other Current Liab         5.028000e+08  
Total Assets               6.925660e+10  
Common Stock               3.070000e+07  
Other Current Assets       1.221890e+10  
Retained Earnings          1.136320e+10  
Other Liab                 5.483690e+10  
Good Will                  3.530000e+08  
Treasury Stock            -3.204600e+09  
Other Assets               7.858300e+09  
Cash                       5.618000e+08  
Total Current Liabilities  5.028000e+08  
Other Stockholder Equity  -2.490000e+07  
Property Plant Equipment   5.006000e+08  
Total Current Assets       1.523620e+10  
Long Term Investments      4.305370e+10  
Net Tangible Assets        1.021710e+10  
Short Term Investments     7.561000e+08  
Net Receivables            1.699400e+09  
Long Term Debt             3.346800e+09  ]
['quarterly_cashflow',                                             2021-12-31   2021-09-30  \
Investments                               -306600000.0 -351100000.0   
Change To Liabilities                              0.0          0.0   
Total Cashflows From Investing Activities -434800000.0 -399100000.0   
Total Cash From Financing Activities         -100000.0  -57400000.0   
Change To Operating Activities             -47900000.0 -144100000.0   
Issuance Of Stock                            1500000.0     900000.0   
Net Income                                 159700000.0  328600000.0   
Change In Cash                             -46700000.0   -1400000.0   
Repurchase Of Stock                        -50000000.0  -50000000.0   
Total Cash From Operating Activities       388200000.0  455100000.0   
Depreciation                                29800000.0   30400000.0   
Other Cashflows From Investing Activities -100300000.0  -23200000.0   
Dividends Paid                             -61400000.0  -61300000.0   
Change To Account Receivables              250800000.0  145700000.0   
Other Cashflows From Financing Activities  109800000.0    3000000.0   
Change To Netincome                        -94500000.0   74700000.0   
Capital Expenditures                       -27900000.0  -24800000.0   
Net Borrowings                                     NaN          NaN   

                                             2021-06-30   2021-03-31  
Investments                               -1.125300e+09  603400000.0  
Change To Liabilities                      0.000000e+00          0.0  
Total Cashflows From Investing Activities -1.095300e+09  588600000.0  
Total Cash From Financing Activities      -4.960000e+07  -61800000.0  
Change To Operating Activities             1.010000e+08  254500000.0  
Issuance Of Stock                          6.000000e+05     800000.0  
Net Income                                 1.829000e+08  153000000.0  
Change In Cash                            -4.387000e+08  364800000.0  
Repurchase Of Stock                       -5.000000e+07  -50000000.0  
Total Cash From Operating Activities       7.062000e+08 -162000000.0  
Depreciation                               3.030000e+07   29300000.0  
Other Cashflows From Investing Activities  5.670000e+07   16100000.0  
Dividends Paid                            -5.830000e+07  -58400000.0  
Change To Account Receivables              2.770000e+08    4500000.0  
Other Cashflows From Financing Activities -8.000000e+07   -4200000.0  
Change To Netincome                       -2.530000e+07 -648200000.0  
Capital Expenditures                      -2.670000e+07  -30900000.0  
Net Borrowings                             8.810000e+07   88100000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   3072000000  153000000
2Q2021   2993000000  182900000
3Q2021   2969700000  328600000
4Q2021   2979100000  159700000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        191700000.0   409900000.0   
Minority Interest                               None          None   
Net Income                               159700000.0   328600000.0   
Selling General Administrative           249300000.0   241600000.0   
Gross Profit                             753400000.0   947700000.0   
Ebit                                     242300000.0   466700000.0   
Operating Income                         242300000.0   466700000.0   
Other Operating Expenses                 261800000.0   239400000.0   
Interest Expense                         -50600000.0   -44700000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        32000000.0    81300000.0   
Total Revenue                           2979100000.0  2969700000.0   
Total Operating Expenses                2736800000.0  2503000000.0   
Cost Of Revenue                         2225700000.0  2022000000.0   
Total Other Income Expense Net           -50600000.0   -56800000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           159700000.0   328600000.0   
Net Income Applicable To Common Shares   159700000.0   328600000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        262600000.0   198800000.0  
Minority Interest                               None          None  
Net Income                               182900000.0   153000000.0  
Selling General Administrative           247400000.0   236900000.0  
Gross Profit                             872900000.0   725100000.0  
Ebit                                     389100000.0   243200000.0  
Operating Income                         389100000.0   243200000.0  
Other Operating Expenses                 236400000.0   245000000.0  
Interest Expense                         -45300000.0   -44400000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        79700000.0    45800000.0  
Total Revenue                           2993000000.0  3072000000.0  
Total Operating Expenses                2603900000.0  2828800000.0  
Cost Of Revenue                         2120100000.0  2346900000.0  
Total Other Income Expense Net          -126500000.0   -44400000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           182900000.0   153000000.0  
Net Income Applicable To Common Shares   182900000.0   153000000.0  ]
['mutualfund_holders',                                      Holder    Shares Date Reported   % Out  \
0            Fidelity Low-Priced Stock Fund  13985534    2022-02-27  0.0695   
1               iShares Core S&P Midcap ETF   5665789    2022-01-30  0.0282   
2    Vanguard Total Stock Market Index Fund   5233494    2021-12-30  0.0260   
3             Vanguard Small-Cap Index Fund   4628560    2021-12-30  0.0230   
4               iShares Select Dividend ETF   4099983    2022-01-30  0.0204   
5              Vanguard Selected Value Fund   3668000    2022-01-30  0.0182   
6  Vanguard Fenway Funds-Equity Income Fund   3043945    2021-12-30  0.0151   
7       Vanguard Small Cap Value Index Fund   2937934    2021-12-30  0.0146   
8       Vanguard Extended Market Index Fund   2710121    2021-12-30  0.0135   
9           DFA U.S. Small Cap Value Series   2540837    2022-01-30  0.0126   

       Value  
0  390476109  
1  143797724  
2  128586947  
3  113723719  
4  104057568  
5   93093840  
6   74789728  
7   72185038  
8   66587672  
9   64486443  ]
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.43
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile               0
peerCount                     96
governanceScore            10.52
environmentPercentile          0
animalTesting              False
tobacco                    False
totalEsg                   20.03
highestControversy             1
esgPerformance              None
coal                       False
pesticides                 False
adult                      False
percentile                  24.5
peerGroup              Insurance
smallArms                  False
environmentScore            2.08
governancePercentile           0
militaryContract           False]
symbol: HSY
sector: Consumer Defensive
Index: SP500
vol_30d_2yr: 19940425.0
Sector 1YMF: -20.060012817382812
1YMF: -20.060012817382812
risk trend factor: -0.7068361298814138
         beta currentRatio debtToEquity dividendRate dividendYield  \
HSY  0.354355        0.958      182.251          3.6        0.0175   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
HSY          0.353  2543244032       0.27225  23.846064   1117503360   

    grossMargins grossProfits heldPercentInstitutions       industry  \
HSY      0.45457   4053818000                 0.77841  Confectioners   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
HSY  42360795136        2129710976          0.23712      0.4508      2.7   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
HSY   14.528595                     4.534636        0.1729       0.47   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
HSY        0.14067        0.62521         0.161          45.269   

                 sector sharesOutstanding shortRatio  totalCash  \
HSY  Consumer Defensive         145991008       2.35  338055008   

    totalCashPerShare   totalDebt totalRevenue trailingPE  
HSY             1.644  5313624064   9341609984   26.48541  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	206.029999	204.010093	209.173967	214.337841	217.173016	7.66194	201.849137	232.496895

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HSY	1.169855	206.029999	19940425.0	0.759001	0.971853	0.450651

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 126.3212763245975 95.57165041596433
test cv mean error, stdev (10 folds): 136.9483621081908 93.8352275256157
sell date: 2022-06-24
expected return: 0.0026785381890335885
discounted return: 0.0008920500730611458
quarter return: 1.0854905708303757

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                Value
2022-5                              
palmOil                        False
controversialWeapons           False
gambling                       False
socialScore                    10.67
nuclear                        False
furLeather                     False
alcoholic                      False
gmo                            False
catholic                       False
socialPercentile                None
peerCount                         92
governanceScore                 4.91
environmentPercentile           None
animalTesting                  False
tobacco                        False
totalEsg                       26.89
highestControversy                 3
esgPerformance              AVG_PERF
coal                           False
pesticides                     False
adult                          False
percentile                     50.27
peerGroup              Food Products
smallArms                      False
environmentScore                11.3
governancePercentile            None
militaryContract               False]
symbol: GFF
sector: Industrials
Index: SP600
vol_30d_2yr: 6627450.78125
Sector 1YMF: -11.290000915527344
1YMF: -11.290000915527344
risk trend factor: -0.7136535886302743
         beta currentRatio debtToEquity dividendRate dividendYield  \
GFF  1.750892        2.829      240.206         0.36        0.0119   

    earningsGrowth     ebitda ebitdaMargins forwardPE freeCashflow  \
GFF          2.841  294200000       0.11648  7.736292   -255609376   

    grossMargins grossProfits heldPercentInstitutions       industry  \
GFF      0.29764    649036000                 0.76782  Conglomerates   

      marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
GFF  1689861120         -23665000          0.09435      0.1771      0.4   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
GFF    1.733357                     0.669043       0.04655       1.09   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare       sector  \
GFF         0.0472        0.12523         0.357          49.348  Industrials   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GFF          57032100       1.73  123288000             2.386  2121533056   

    totalRevenue trailingPE  
GFF   2525786880  13.523505  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	26.34	27.29344	30.785079	34.276719	24.375714	5.418637	13.538441	35.212988

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
GFF	1.243283	26.34	6627450.78125	0.577684	0.074813	0.408717

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 19.533631715350072 25.415291134279812
test cv mean error, stdev (10 folds): 21.29266970321297 26.00950630215278
sell date: 2022-06-24
expected return: 0.030388918324823357
discounted return: 0.010028727845039276
quarter return: 2.504395016733404

['options', ('2022-07-15',)]
symbol: PXD
sector: Energy
Index: SP500
vol_30d_2yr: 47391610.9375
Sector 1YMF: -50.03999328613281
1YMF: -50.03999328613281
risk trend factor: -0.727748651596503
         beta currentRatio debtToEquity dividendRate dividendYield  \
PXD  1.535843        1.541       25.456        12.34        0.0556   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
PXD  9187000320       0.43846  8.385104   2404124928      0.53944   

    grossProfits heldPercentInstitutions       industry    marketCap  \
PXD   9392000000                 0.92212  Oil & Gas E&P  57477361664   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PXD        8265999872          0.31175      0.3288     0.46     2.42849   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PXD                     2.743157        0.2003      1.404        0.12148   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PXD        0.20075         1.006          86.852  Energy         241959008   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PXD       2.87  3256000000            13.457  6024999936  20952999936   

    trailingPE  
PXD  14.587044  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	221.770004	243.334843	270.065238	296.795633	256.810952	15.318142	226.174668	287.447237

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PXD	1.317982	221.770004	47391610.9375	0.685246	0.678534	0.490016

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
2022-06-17
2022-06-28
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 945.2115857211057 912.140861747462
test cv mean error, stdev (10 folds): 1035.2336219420604 908.8770047576885
sell date: 2022-06-24
expected return: 2.000032805750973e-05
discounted return: 6.66673157367903e-06
quarter return: 1.0006135253900612

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.97
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                        9.1
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             36.53
highestControversy                       1
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           81.93
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.46
governancePercentile                  None
militaryContract                     False]

	exp_return	sell_date	stop_loss_price	days_delta	disc_rtn	qtr_rtn	outer_cv_avg_rmse_n11	outer_cv_std_n11	mean_revert_flag	pi_lower	pi_upper	price	Sector	Index	error_price_ratio	std_price_ratio
SYMBOL
GFF	0.030389	2022-06-24	25.340129	3	0.010029	2.504395	21.292670	26.009506	False	23.413129	31.182082	26.340000	Industrials	SP600	0.808378	0.987453
CTRA	0.022025	2022-06-24	25.738612	3	0.007288	1.950531	10.006805	11.153853	False	24.352681	30.211903	26.540001	Energy	SP500	0.377046	0.420266
APA	0.146228	2022-07-15	35.733459	24	0.005703	1.687352	51.401745	47.298532	False	27.187280	75.367760	39.220001	Energy	SP500	1.310600	1.205980
EQT	0.164196	2022-07-22	36.213894	31	0.004916	1.570175	32.888755	51.452815	False	29.430572	59.485247	35.939999	Energy	SP400	0.915102	1.431631
PTEN	0.354426	2022-08-26	14.090389	66	0.004607	1.526367	5.602470	4.676791	False	7.700867	61.568825	15.240000	Energy	SP600	0.367616	0.306876
CAL	0.141657	2022-07-22	25.698284	31	0.004283	1.481667	18.966262	17.257308	False	18.120540	51.468221	26.639999	Consumer Cyclical	SP600	0.711947	0.647797
CEIX	0.340486	2022-09-02	42.003024	73	0.004022	1.446723	36.226317	60.302806	False	29.658118	137.260990	46.150002	Energy	SP600	0.784969	1.306670
GO	0.127441	2022-07-22	38.483297	31	0.003877	1.427582	23.788533	17.286792	False	34.844785	58.805903	40.150002	Consumer Defensive	SP400	0.592491	0.430555
TALO	0.264675	2022-08-26	16.873440	66	0.003564	1.387243	41.434579	71.024542	False	10.924927	50.560231	18.610001	Energy	SP600	2.226468	3.816472
PDCE	0.262066	2022-08-26	61.326366	66	0.003533	1.383255	70.972532	66.193714	False	39.349463	157.271355	64.779999	Energy	SP400	1.095593	1.021823
BMY	0.034792	2022-07-01	71.963778	10	0.003426	1.369772	80.969548	128.606268	False	69.704364	84.375142	73.769997	Healthcare	SP500	1.097595	1.743341
SM	0.333557	2022-09-23	37.525088	94	0.003067	1.325414	41.847935	46.453127	False	18.359214	152.745607	39.709999	Energy	SP600	1.053839	1.169809
LPI	0.282449	2022-09-16	80.060619	87	0.002864	1.300916	246.780099	167.320049	False	30.124573	496.115445	81.470001	Energy	SP600	3.029092	2.053763
VPU	0.027129	2022-07-01	139.692828	10	0.002680	1.279236	285.003322	656.825285	False	134.258472	157.200137	141.440002	error	nan	2.015012	4.643844
MRO	0.251030	2022-09-16	22.918184	87	0.002578	1.267237	13.816576	12.742114	False	16.282408	57.014782	24.150000	Energy	SP500	0.572115	0.527624
FCN	0.205273	2022-09-02	159.681629	73	0.002561	1.265289	109.639143	46.897897	False	150.921844	256.365227	164.020004	error	SP400	0.668450	0.285928
NFG	0.114014	2022-08-05	66.100071	45	0.002402	1.246998	19.906572	15.171302	False	62.044677	86.187434	65.440002	Energy	SP400	0.304196	0.231835
OXY	0.229220	2022-09-23	52.736805	94	0.002198	1.223834	72.475170	60.181503	False	35.219452	133.007080	55.680000	Energy	SP500	1.301637	1.080846
SAFM	0.081971	2022-07-29	202.526732	38	0.002075	1.210146	459.890099	617.424185	False	180.321000	281.711822	208.309998	Consumer Defensive	SP400	2.207720	2.963968
PBF	0.094169	2022-08-05	30.634629	45	0.002002	1.202003	30.715015	25.661947	False	21.101053	61.711449	32.980000	Energy	SP600	0.931322	0.778106
COP	0.206137	2022-09-23	92.637139	94	0.001996	1.201337	159.059035	142.157387	False	73.279226	176.748854	93.739998	Energy	SP500	1.696811	1.516507
HES	0.187856	2022-09-16	102.946362	87	0.001981	1.199666	199.071081	129.126253	False	77.092578	193.683320	102.870003	Energy	SP500	1.935171	1.255237
CSL	0.132331	2022-08-26	230.646274	66	0.001885	1.189148	491.752383	385.041576	False	210.697666	334.807456	234.559998	error	SP400	2.096489	1.641548
ROCC	0.088075	2022-08-05	33.138293	45	0.001878	1.188356	78.012047	108.682302	False	16.946254	94.258741	37.820000	Energy	SP600	2.062719	2.873673
MTDR	0.174990	2022-09-23	48.523986	94	0.001717	1.170966	55.750342	39.839276	False	21.167849	154.570300	51.200001	Energy	SP400	1.088874	0.778111
LLY	0.132795	2022-09-02	286.741623	73	0.001710	1.170161	433.703297	286.094528	False	256.630723	423.137678	290.899994	Healthcare	SP500	1.490902	0.983481
NOC	0.119192	2022-08-26	443.055845	66	0.001708	1.169957	1104.542584	903.070108	False	404.877239	609.698035	443.929993	Industrials	SP500	2.488101	2.034262
MDYG	0.004980	2022-06-24	58.422516	3	0.001657	1.164540	92.566302	171.541961	False	56.616609	64.070648	59.930000	error	nan	1.544574	2.862372
DVN	0.159320	2022-09-23	56.074729	94	0.001574	1.155679	69.675553	58.603491	False	35.400020	127.808209	58.020000	Energy	SP500	1.200889	1.010057
UNM	0.047465	2022-07-22	31.460177	31	0.001497	1.147541	21.693368	27.271433	False	25.977490	44.776520	32.560001	Financial Services	SP400	0.666258	0.837575
ROG	0.149577	2022-09-23	242.447020	94	0.001484	1.146173	1106.816715	1545.323933	False	172.883339	493.101993	259.380005	error	SP600	4.267163	5.957760
FANG	0.144389	2022-09-23	113.311459	94	0.001436	1.141110	478.968381	358.825670	False	69.989313	279.832298	122.290001	Energy	SP500	3.916660	2.934219
BANF	0.034904	2022-07-15	90.123707	24	0.001431	1.140556	118.635699	88.263652	False	81.096070	118.841009	94.860001	error	SP600	1.250640	0.930462
VAW	0.004089	2022-06-24	158.639438	3	0.001361	1.133322	311.019487	418.064741	False	153.367681	174.743177	162.800003	error	nan	1.910439	2.567965
VFH	0.004058	2022-06-24	73.600905	3	0.001351	1.132251	110.844802	128.669539	False	71.043977	81.639793	75.849998	error	nan	1.461369	1.696368
PSX	0.085798	2022-08-26	90.766391	66	0.001248	1.121585	311.571236	359.505219	False	59.971819	161.043871	90.510002	Energy	SP500	3.442396	3.971994
CVX	0.114588	2022-09-16	147.275650	87	0.001248	1.121559	390.818960	518.837984	False	121.719450	223.560477	148.380005	Energy	SP500	2.633906	3.496684
TWI	0.109935	2022-09-16	16.156107	87	0.001200	1.116608	4.868335	6.397286	False	9.979513	37.892536	17.520000	Industrials	SP600	0.277873	0.365142
TVTY	0.054088	2022-08-05	28.480581	45	0.001171	1.113706	19.958989	15.095908	False	17.962327	64.724871	32.130001	Healthcare	SP600	0.621195	0.469838
MGPI	0.111753	2022-09-23	88.760825	94	0.001128	1.109250	117.698494	109.761066	False	66.148024	163.949998	93.139999	error	SP600	1.263673	1.178453
SPTM	0.074658	2022-08-26	44.818096	66	0.001092	1.105577	28.190469	43.995278	False	41.640291	56.939711	45.310001	error	nan	0.622169	0.970984
VIS	0.070728	2022-08-26	158.201596	66	0.001036	1.099945	522.769363	837.226277	False	141.849503	205.902702	159.809998	error	nan	3.271193	5.238885
SNEX	0.068340	2022-08-26	69.274870	66	0.001002	1.096527	63.777103	72.866191	False	57.939298	104.688949	72.900002	Financial Services	SP600	0.874857	0.999536
MUSA	0.098316	2022-09-23	213.265078	94	0.000998	1.096127	648.006467	656.416185	False	176.479633	330.680124	219.949997	Consumer Cyclical	SP400	2.946154	2.984388
Y	0.043339	2022-08-05	803.310138	45	0.000943	1.090611	8115.112822	8822.793630	False	718.901148	1044.386167	830.500000	Financial Services	SP400	9.771358	10.623472
VCR	0.089506	2022-09-23	221.662926	94	0.000912	1.087521	1337.174797	1906.398637	False	192.752390	314.178740	225.869995	error	nan	5.920108	8.440247
VIVO	0.089283	2022-09-23	26.768601	94	0.000910	1.087303	15.089253	13.747311	False	18.181016	53.009395	28.500000	Healthcare	SP600	0.529447	0.482362
SAFT	0.047910	2022-08-12	87.084720	52	0.000900	1.086320	51.985036	51.275015	False	80.775222	109.376200	89.279999	Financial Services	SP600	0.582270	0.574317
HSY	0.002679	2022-06-24	200.847126	3	0.000892	1.085491	136.948362	93.835228	False	195.112394	218.725542	206.029999	Consumer Defensive	SP500	0.664701	0.455444
HRB	0.060136	2022-08-26	31.534659	66	0.000885	1.084807	7.292311	6.519292	False	25.600879	47.807490	33.000000	Consumer Cyclical	SP400	0.220979	0.197554
AZO	0.078548	2022-09-16	1915.823478	87	0.000870	1.083245	68455.064386	91507.474599	False	1562.020972	2956.720422	1992.550049	Consumer Cyclical	SP500	34.355506	45.924806
CIVI	0.069493	2022-09-09	54.729988	80	0.000840	1.080325	61.659991	42.567136	True	24.943196	183.399552	60.080002	Energy	SP600	1.026298	0.708508
XOM	0.079458	2022-09-23	84.529200	94	0.000814	1.077703	149.904973	170.105088	False	67.558220	127.920878	86.120003	Energy	SP500	1.740652	1.975210
VRTX	0.077297	2022-09-23	253.559519	94	0.000792	1.075592	1046.692587	1594.610545	False	193.780269	447.826545	263.089996	Healthcare	SP500	3.978458	6.061084
WRB	0.002131	2022-06-24	64.664657	3	0.000710	1.067458	37.077872	65.039029	False	62.366923	71.896474	66.820000	Financial Services	SP500	0.554892	0.973347
MTOR	0.057214	2022-09-09	33.496935	80	0.000696	1.066074	25.484583	23.006729	False	23.498472	61.438726	35.939999	error	SP600	0.709087	0.640143
SLY	0.046276	2022-08-26	76.553255	66	0.000686	1.065088	137.652930	194.205071	False	63.978990	104.106844	78.089996	error	nan	1.762747	2.486939
AZPN	0.064686	2022-09-23	181.901282	94	0.000667	1.063267	536.281422	511.570564	False	143.944121	281.048473	189.199997	Technology	SP400	2.834468	2.703861
SJI	0.054736	2022-09-09	33.417880	80	0.000666	1.063201	8.673775	8.038840	False	26.738068	48.664196	34.200001	error	SP600	0.253619	0.235054
ULTA	0.001882	2022-06-24	374.198559	3	0.000627	1.059354	2511.062425	3806.794851	False	351.822194	447.020323	395.829987	Consumer Cyclical	SP500	6.343790	9.617247
PSB	0.026834	2022-08-05	176.732977	45	0.000589	1.055630	419.119770	523.907229	False	160.287624	227.955198	185.919998	Real Estate	SP400	2.254302	2.817918
VOX	0.039334	2022-08-26	90.134304	66	0.000585	1.055251	142.340035	124.210720	False	79.455324	115.726744	92.860001	error	nan	1.532846	1.337613
EXLS	0.034602	2022-08-26	127.016555	66	0.000516	1.048560	207.634306	185.405571	False	104.504230	184.631715	134.259995	error	SP600	1.546509	1.380944
MCK	0.041308	2022-09-16	289.044813	87	0.000465	1.043733	436.745604	368.057010	False	239.746705	408.598708	300.570007	Healthcare	SP500	1.453058	1.224530
VNQ	0.034174	2022-09-02	85.499010	73	0.000460	1.043259	167.133466	335.246220	False	74.304134	110.706593	87.699997	error	nan	1.905741	3.822648
VGT	0.044058	2022-09-23	312.435882	94	0.000459	1.043101	1427.680511	1267.772390	False	270.996360	417.821474	319.809998	error	nan	4.464152	3.964142
SPY	0.030060	2022-08-26	360.262357	66	0.000449	1.042149	1700.987246	2487.216200	False	322.287089	444.768693	365.859985	error	nan	4.649285	6.798273
GCP	0.041201	2022-09-23	29.610915	94	0.000430	1.040307	8.753591	9.621974	False	21.501566	47.136338	30.930000	error	SP600	0.283013	0.311089
MANT	0.038042	2022-09-23	91.148097	94	0.000397	1.037218	75.670822	58.095859	False	72.068787	134.340780	94.790001	Technology	SP600	0.798300	0.612890
ACC	0.036413	2022-09-23	61.533395	94	0.000381	1.035625	66.265145	144.037079	False	49.402520	89.700006	64.230003	Real Estate	SP400	1.031685	2.242520
DINO	0.032512	2022-09-23	42.716886	94	0.000340	1.031809	75.885473	79.444664	False	26.031738	88.199668	45.000000	Energy	SP400	1.686344	1.765437
PLAB	0.020161	2022-08-26	18.043879	66	0.000302	1.028214	4.293160	5.320768	False	13.421844	28.435600	19.150000	Technology	SP600	0.224186	0.277847
HALO	0.023763	2022-09-23	41.859511	94	0.000250	1.023252	26.226304	24.400247	False	30.612597	68.294758	44.139999	Healthcare	SP400	0.594162	0.552792
VHT	0.015822	2022-09-23	215.822226	94	0.000167	1.015483	393.713720	549.759727	False	186.545393	268.240805	220.210007	error	nan	1.787901	2.496525
MPC	0.014138	2022-09-23	82.067277	94	0.000149	1.013835	151.183498	163.530291	False	55.449741	146.669040	87.290001	Energy	SP500	1.731968	1.873414
VDC	0.014003	2022-09-23	174.583161	94	0.000148	1.013703	195.945351	249.963925	False	155.997433	206.634008	177.059998	error	nan	1.106661	1.411747
UTHR	0.007024	2022-09-23	210.435231	94	0.000074	1.006874	561.166776	464.135077	False	157.943235	309.010302	219.380005	Healthcare	SP400	2.557967	2.115667
UFCS	0.004271	2022-09-23	30.971037	94	0.000045	1.004180	14.539988	8.794074	False	23.289648	46.143794	32.570000	error	SP600	0.446423	0.270005
RRC	0.000027	2022-06-24	24.048773	3	0.000009	1.000828	12.432073	14.151900	False	21.806835	31.696552	26.290001	Energy	SP400	0.472882	0.538300
NTCT	0.000778	2022-09-23	31.541939	94	0.000008	1.000762	10.486504	6.078588	True	23.393533	46.116834	32.930000	Technology	SP600	0.318448	0.184591
EOG	0.000024	2022-06-24	105.049781	3	0.000008	1.000738	274.714265	184.795504	False	98.426877	126.701050	111.669998	Energy	SP500	2.460054	1.654836
VLO	0.000022	2022-06-24	106.113543	3	0.000007	1.000684	348.466150	368.010495	False	99.784577	126.706131	112.440002	Energy	SP500	3.099130	3.272950
PXD	0.000020	2022-06-24	209.429989	3	0.000007	1.000614	1035.233622	908.877005	False	197.085539	249.556118	221.770004	Energy	SP500	4.668051	4.098286
VDE	0.000019	2022-06-24	97.742067	3	0.000006	1.000585	212.288983	224.133878	False	93.132183	112.484444	102.349998	error	nan	2.074147	2.189877
CVBF	0.000143	2022-09-23	23.364072	94	0.000002	1.000140	3.349577	2.183198	False	18.902068	30.917478	24.129999	Financial Services	SP600	0.138814	0.090477
PPC	0.000004	2022-06-24	28.022385	3	0.000001	1.000110	28.553641	42.014273	False	26.704665	32.235633	29.340000	Consumer Defensive	SP400	0.973198	1.431979
LNTH	-0.000042	2022-06-24	56.249864	3	-0.000014	0.998723	42.361418	59.407851	False	51.872840	70.622959	60.720001	Healthcare	SP600	0.697652	0.978390
CYTK	-0.001545	2022-09-23	36.980038	94	-0.000016	0.998488	25.432199	22.221737	False	21.131211	79.022979	40.580002	Healthcare	SP600	0.626718	0.547603
DLTR	-0.015753	2022-06-24	140.897058	3	-0.005279	0.614500	230.182920	351.924502	False	134.068528	162.773844	150.089996	Consumer Defensive	SP500	1.533633	2.344757